+18.0%
MGY vs GPC
-0.9%
+18.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | +3.5% | -3.2% | +6.7% | +3.4% |
| 30D | +5.3% | +0.5% | +4.7% | +5.3% |
| 3M | +2.6% | +31.7% | -29.1% | +2.7% |
| 6M | -3.3% | +24.7% | -28.0% | -1.9% |
| YTD | +29.2% | +11.8% | +17.4% | +33.0% |
| 1Y | +18.0% | -3.0% | +21.0% | +21.2% |
| All | +18.0% | -0.9% | +18.9% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling