+11.8%
MGY vs GAP
+1.5%
+10.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | +2.1% | -4.5% | +6.6% | +2.0% |
| 30D | +13.8% | +9.0% | +4.8% | +13.9% |
| 3M | -4.3% | +5.0% | -9.3% | -4.0% |
| 6M | -5.1% | -17.8% | +12.8% | -3.4% |
| YTD | +24.8% | -10.4% | +35.2% | +25.0% |
| 1Y | +11.8% | -3.4% | +15.2% | +5.8% |
| All | +11.8% | +1.5% | +10.3% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling