+210.4%
MGY vs GFI
+1,577.4%
-1,367.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.2% |
| 7D | +3.5% | -4.9% | +8.4% | +3.6% |
| 30D | +5.3% | +10.7% | -5.5% | +5.1% |
| 3M | +2.6% | +25.6% | -23.0% | +2.2% |
| 6M | -3.3% | -8.3% | +5.0% | -3.2% |
| YTD | +29.2% | +6.3% | +22.9% | +28.7% |
| 1Y | +18.0% | +22.1% | -4.0% | +16.9% |
| 3Y | +30.0% | +289.2% | -259.2% | +24.0% |
| 5Y | +92.7% | +531.7% | -439.0% | +84.9% |
| All | +210.4% | +1,577.4% | -1,367.1% | +231.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling