-43.7%
GPN vs MGY
+88.8%
-132.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -4.3% | +3.5% | -7.9% | -5.1% |
| 30D | 0.0% | +5.3% | -5.3% | -1.4% |
| 3M | +35.8% | +2.6% | +33.2% | +34.0% |
| 6M | +22.0% | -3.3% | +25.3% | +21.3% |
| YTD | +15.2% | +29.2% | -14.0% | +5.0% |
| 1Y | +3.5% | +18.0% | -14.5% | -3.5% |
| 3Y | -26.9% | +30.0% | -57.0% | -34.8% |
| All | -43.7% | +88.8% | -132.5% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling