+339.2%
GLW vs MGY
+23.9%
+315.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -4.5% |
| 7D | +7.7% | +4.5% | +3.2% | +7.1% |
| 30D | -18.8% | -0.4% | -18.4% | -18.8% |
| 3M | -27.7% | -4.3% | -23.4% | -27.5% |
| 6M | -44.4% | -12.9% | -31.6% | -43.6% |
| YTD | +31.3% | +15.2% | +16.1% | +21.7% |
| 1Y | +40.0% | +10.3% | +29.7% | +31.2% |
| 3Y | +339.2% | +23.6% | +315.6% | +281.6% |
| All | +339.2% | +23.9% | +315.3% | +281.6% |
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