+210.4%
MGY vs GDDY
+128.6%
+81.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.3% |
| 7D | +3.5% | -3.2% | +6.7% | +4.3% |
| 30D | +5.3% | +6.8% | -1.5% | +2.5% |
| 3M | +2.6% | +30.5% | -27.8% | -8.4% |
| 6M | -3.3% | +13.3% | -16.6% | -10.2% |
| YTD | +29.2% | -21.0% | +50.2% | +34.7% |
| 1Y | +18.0% | -34.0% | +52.0% | +31.1% |
| 3Y | +30.0% | +33.1% | -3.1% | +5.7% |
| 5Y | +92.7% | +30.3% | +62.4% | +54.2% |
| All | +210.4% | +128.6% | +81.8% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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