+464.0%
GS vs MGY
+199.8%
+264.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | +0.9% | +2.1% | -1.2% | +0.3% |
| 30D | -1.6% | +13.8% | -15.4% | -5.4% |
| 3M | -4.5% | -4.3% | -0.2% | -4.1% |
| 6M | +20.9% | -5.1% | +25.9% | +20.6% |
| YTD | +19.9% | +24.8% | -4.9% | +9.7% |
| 1Y | +41.4% | +11.8% | +29.6% | +33.2% |
| 3Y | +239.2% | +23.5% | +215.6% | +205.3% |
| 5Y | +185.0% | +87.5% | +97.6% | +113.7% |
| All | +464.0% | +199.8% | +264.3% | +208.8% |
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