+591.1%
GLW vs MGY
+206.7%
+384.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.3% | +5.2% | +7.0% |
| 7D | +14.0% | -0.9% | +14.9% | +14.3% |
| 30D | +0.4% | +10.1% | -9.8% | -1.9% |
| 3M | -11.3% | -1.5% | -9.9% | -11.5% |
| 6M | +35.1% | -4.9% | +40.0% | +34.8% |
| YTD | +90.5% | +27.7% | +62.9% | +76.7% |
| 1Y | +132.0% | +20.1% | +112.0% | +117.9% |
| 3Y | +463.3% | +24.9% | +438.4% | +414.1% |
| 5Y | +382.5% | +91.6% | +290.9% | +281.4% |
| All | +591.1% | +206.7% | +384.4% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling