-14.0%
GEHC vs MAGS
+188.2%
-202.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.6% |
| 7D | -4.0% | +0.5% | -4.5% | -4.3% |
| 30D | -2.0% | +1.5% | -3.5% | -2.7% |
| 3M | +8.0% | +0.5% | +7.5% | +7.4% |
| 6M | -12.8% | +11.6% | -24.4% | -17.8% |
| YTD | -15.9% | +5.3% | -21.2% | -18.6% |
| 1Y | -6.9% | +14.9% | -21.8% | -13.8% |
| 3Y | 0.0% | +128.9% | -128.9% | -33.4% |
| All | -14.0% | +188.2% | -202.2% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling