+93.0%
MGY vs GPC
+30.4%
+62.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +1.1% |
| 7D | +1.5% | -0.6% | +2.1% | +1.6% |
| 30D | +6.8% | +1.3% | +5.5% | +6.3% |
| 3M | +2.6% | +37.1% | -34.5% | -7.9% |
| 6M | -3.1% | +23.2% | -26.3% | -10.3% |
| YTD | +29.4% | +13.1% | +16.3% | +22.8% |
| 1Y | +22.3% | +0.9% | +21.4% | +21.2% |
| 3Y | +26.6% | -0.8% | +27.4% | +21.1% |
| All | +93.0% | +30.4% | +62.6% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling