+209.8%
MGY vs GAP
+27.7%
+182.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.2% |
| 7D | +1.8% | -6.3% | +8.1% | +3.5% |
| 30D | +6.5% | -0.2% | +6.7% | +5.9% |
| 3M | +0.3% | 0.0% | +0.3% | -0.7% |
| 6M | -2.4% | -8.1% | +5.7% | -2.6% |
| YTD | +29.0% | -16.5% | +45.5% | +31.1% |
| 1Y | +17.0% | -10.5% | +27.5% | +15.7% |
| 3Y | +26.2% | +104.0% | -77.8% | -12.0% |
| 5Y | +92.3% | +6.8% | +85.6% | +53.0% |
| All | +209.8% | +27.7% | +182.1% | +101.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling