+206.7%
MGY vs GPC
+91.7%
+115.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.9% | +5.2% | +3.6% |
| 7D | -0.9% | +0.2% | -1.1% | -1.1% |
| 30D | +10.1% | -0.4% | +10.5% | +10.0% |
| 3M | -1.5% | +39.2% | -40.7% | -17.3% |
| 6M | -4.9% | +18.2% | -23.2% | -14.4% |
| YTD | +27.7% | +12.1% | +15.6% | +16.9% |
| 1Y | +20.1% | -0.7% | +20.7% | +16.8% |
| 3Y | +24.9% | -1.7% | +26.5% | +16.1% |
| 5Y | +91.6% | +29.3% | +62.3% | +47.5% |
| All | +206.7% | +91.7% | +115.0% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling