+130.5%
GLDM vs MGY
+21.8%
+108.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -0.5% | +2.1% | -2.6% | -0.7% |
| 30D | +4.4% | +13.8% | -9.4% | +3.7% |
| 3M | -1.1% | -4.3% | +3.2% | -0.8% |
| 6M | -13.7% | -5.1% | -8.6% | -13.8% |
| YTD | +2.8% | +24.8% | -22.0% | +0.4% |
| 1Y | +24.8% | +11.8% | +13.0% | +22.7% |
| All | +130.5% | +21.8% | +108.7% | +119.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling