+458.7%
GS vs MGY
+210.8%
+247.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -1.1% |
| 7D | +2.4% | +1.5% | +0.9% | +2.0% |
| 30D | -0.1% | +6.8% | -6.9% | -2.1% |
| 3M | +0.2% | +2.6% | -2.4% | -1.4% |
| 6M | +24.8% | -3.1% | +27.9% | +23.8% |
| YTD | +18.8% | +29.4% | -10.7% | +7.6% |
| 1Y | +37.3% | +22.3% | +15.0% | +26.0% |
| 3Y | +237.9% | +26.6% | +211.3% | +202.1% |
| 5Y | +187.0% | +92.1% | +94.9% | +113.8% |
| All | +458.7% | +210.8% | +247.8% | +202.7% |
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