+50.9%
MGY vs GTLB
-50.1%
+101.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.2% |
| 7D | +3.5% | -5.7% | +9.2% | +4.0% |
| 30D | +5.3% | +15.1% | -9.9% | +3.9% |
| 3M | +2.6% | +65.5% | -62.8% | -1.9% |
| 6M | -3.3% | +102.9% | -106.2% | -9.6% |
| YTD | +29.2% | +25.2% | +4.0% | +25.5% |
| 1Y | +18.0% | -5.5% | +23.6% | +17.3% |
| 3Y | +30.0% | -10.9% | +40.9% | +26.6% |
| All | +50.9% | -50.1% | +101.1% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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