+394.3%
GS vs MGY
+159.0%
+235.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.1% |
| 7D | +1.6% | -6.1% | +7.7% | +3.1% |
| 30D | +1.7% | -3.9% | +5.6% | +2.4% |
| 3M | -11.6% | -11.0% | -0.6% | -9.4% |
| 6M | -1.9% | -15.6% | +13.7% | +1.3% |
| YTD | +5.1% | +7.8% | -2.8% | -0.4% |
| 1Y | +16.4% | +5.8% | +10.6% | +10.8% |
| 3Y | +199.0% | +16.5% | +182.4% | +172.3% |
| 5Y | +157.4% | +28.5% | +129.0% | +116.0% |
| All | +394.3% | +159.0% | +235.3% | +180.2% |
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