+3.4%
GEHC vs MAGS
+128.8%
-125.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | -5.2% | +1.2% | -6.4% | -5.7% |
| 30D | -7.0% | -0.1% | -6.9% | -6.9% |
| 3M | +3.3% | +3.8% | -0.5% | +1.2% |
| 6M | -10.0% | +13.2% | -23.2% | -15.8% |
| YTD | -18.5% | +4.7% | -23.2% | -20.8% |
| 1Y | -14.4% | +14.4% | -28.8% | -20.5% |
| 3Y | +3.4% | +128.6% | -125.1% | -29.0% |
| All | +3.4% | +128.8% | -125.3% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling