-3.3%
MGY vs GFI
-7.2%
+4.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | -0.1% |
| 7D | +3.5% | -4.9% | +8.4% | +2.5% |
| 30D | +5.3% | +10.7% | -5.5% | +7.7% |
| 3M | +2.6% | +25.6% | -23.0% | +9.2% |
| 6M | -3.3% | -8.3% | +5.0% | -4.3% |
| All | -3.3% | -7.2% | +4.0% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 6mo: compounded portfolio wealth divided by compounded GFI 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…
6mo analysis · Full analysis span regression · 6 months rolling