+210.4%
MGY vs GAP
+31.4%
+179.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.6% |
| 7D | +3.5% | -4.1% | +7.6% | +4.6% |
| 30D | +5.3% | +6.2% | -0.9% | +3.0% |
| 3M | +2.6% | -0.7% | +3.3% | +1.9% |
| 6M | -3.3% | -7.1% | +3.8% | -3.7% |
| YTD | +29.2% | -14.1% | +43.3% | +30.3% |
| 1Y | +18.0% | -8.5% | +26.5% | +16.1% |
| 3Y | +30.0% | +115.4% | -85.4% | -10.7% |
| 5Y | +92.7% | +9.8% | +82.9% | +52.1% |
| All | +210.4% | +31.4% | +179.0% | +100.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling