-19.8%
GEHC vs MAGS
+187.1%
-206.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -7.9% | -1.8% | -6.1% | -7.1% |
| 30D | -11.7% | +1.1% | -12.8% | -12.2% |
| 3M | +0.8% | +7.7% | -6.9% | -3.1% |
| 6M | -11.6% | +11.7% | -23.3% | -16.7% |
| YTD | -21.6% | +4.9% | -26.4% | -23.9% |
| 1Y | -15.3% | +14.3% | -29.6% | -21.4% |
| 3Y | -0.5% | +128.9% | -129.4% | -33.7% |
| All | -19.8% | +187.1% | -206.9% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 10y: compounded portfolio wealth divided by compounded MAGS 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…
10y analysis · Full analysis span regression · 6 months rolling