+51.2%
MGY vs GTLB
-50.8%
+102.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.1% | +1.5% |
| 7D | +1.5% | -6.6% | +8.1% | +2.0% |
| 30D | +6.8% | +13.7% | -6.9% | +5.6% |
| 3M | +2.6% | +52.9% | -50.3% | -1.3% |
| 6M | -3.1% | +88.5% | -91.6% | -8.9% |
| YTD | +29.4% | +23.4% | +6.0% | +25.8% |
| 1Y | +22.3% | -3.8% | +26.1% | +21.3% |
| 3Y | +26.6% | -11.5% | +38.1% | +23.3% |
| All | +51.2% | -50.8% | +102.0% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling