+225.3%
GLDM vs MGY
+139.2%
+86.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.1% | +1.9% |
| 7D | +5.0% | -9.5% | +14.5% | +5.0% |
| 30D | -1.3% | -5.9% | +4.6% | -1.3% |
| 3M | -4.7% | -9.0% | +4.3% | -4.7% |
| 6M | -12.4% | -17.4% | +5.0% | -12.3% |
| YTD | -4.1% | +5.6% | -9.6% | -4.2% |
| 1Y | +3.3% | +6.0% | -2.6% | +3.1% |
| 3Y | +110.9% | +15.6% | +95.3% | +110.4% |
| 5Y | +124.8% | +20.2% | +104.5% | +125.0% |
| All | +225.3% | +139.2% | +86.1% | +231.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MGY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling