+3.2%
GEHC vs MAGS
+185.9%
-182.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | -3.7% | -2.0% | -1.8% | -2.9% |
| 30D | +22.0% | -6.9% | +28.9% | +25.8% |
| 3M | +13.6% | +0.7% | +12.9% | +12.9% |
| 6M | +34.0% | -0.8% | +34.8% | +33.7% |
| YTD | +0.9% | +4.4% | -3.5% | -2.2% |
| 1Y | +12.7% | +3.9% | +8.8% | +9.5% |
| 3Y | +19.4% | +122.7% | -103.3% | -19.6% |
| All | +3.2% | +185.9% | -182.7% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling