+209.8%
MGY vs GWW
+715.7%
-505.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +1.8% | -3.1% | +5.0% | +3.2% |
| 30D | +6.5% | -2.3% | +8.8% | +7.5% |
| 3M | +0.3% | -3.3% | +3.6% | +1.4% |
| 6M | -2.4% | +15.4% | -17.8% | -9.7% |
| YTD | +29.0% | +26.7% | +2.2% | +14.0% |
| 1Y | +17.0% | +29.0% | -11.9% | +2.3% |
| 3Y | +26.2% | +89.0% | -62.8% | -8.6% |
| 5Y | +92.3% | +221.8% | -129.4% | +6.3% |
| All | +209.8% | +715.7% | -505.9% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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