+592.9%
GLW vs MGY
+210.4%
+382.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +7.8% | +3.5% | +4.3% | +7.0% |
| 30D | -0.4% | +5.3% | -5.7% | -1.6% |
| 3M | -5.6% | +2.6% | -8.2% | -6.6% |
| 6M | +26.7% | -3.3% | +30.0% | +26.0% |
| YTD | +91.0% | +29.2% | +61.8% | +76.7% |
| 1Y | +122.4% | +18.0% | +104.4% | +109.8% |
| 3Y | +471.0% | +30.0% | +441.0% | +416.3% |
| 5Y | +385.6% | +92.7% | +293.0% | +283.5% |
| All | +592.9% | +210.4% | +382.5% | +339.8% |
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