+471.0%
GLW vs MGY
+25.2%
+445.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +7.8% | +3.5% | +4.3% | +7.3% |
| 30D | -0.4% | +5.3% | -5.7% | -1.2% |
| 3M | -5.6% | +2.6% | -8.2% | -6.1% |
| 6M | +26.7% | -3.3% | +30.0% | +25.7% |
| YTD | +91.0% | +29.2% | +61.8% | +75.1% |
| 1Y | +122.4% | +18.0% | +104.4% | +108.3% |
| 3Y | +471.0% | +30.0% | +441.0% | +399.3% |
| All | +471.0% | +25.2% | +445.8% | +399.3% |
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