+34.2%
MGY vs GPC
+4.3%
+29.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +4.5% | +0.4% | +4.1% | +4.3% |
| 30D | -0.4% | -6.3% | +5.9% | +1.0% |
| 3M | -4.3% | -8.2% | +3.8% | -2.6% |
| 6M | -12.9% | +27.1% | -39.9% | -20.5% |
| YTD | +15.2% | +3.1% | +12.1% | +11.9% |
| 1Y | +10.3% | +0.1% | +10.3% | +8.4% |
| 3Y | +23.6% | +0.2% | +23.4% | +15.9% |
| All | +34.2% | +4.3% | +29.9% | +21.1% |
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