+176.7%
MGY vs GPC
+76.4%
+100.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | +4.5% | +0.4% | +4.1% | +4.2% |
| 30D | -0.4% | -6.3% | +5.9% | +2.0% |
| 3M | -4.3% | -8.2% | +3.8% | -1.5% |
| 6M | -12.9% | +27.1% | -39.9% | -24.5% |
| YTD | +15.2% | +3.1% | +12.1% | +8.8% |
| 1Y | +10.3% | +0.1% | +10.3% | +5.8% |
| 3Y | +23.6% | +0.2% | +23.4% | +12.7% |
| 5Y | +35.7% | +4.9% | +30.9% | +16.8% |
| All | +176.7% | +76.4% | +100.3% | +86.3% |
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