+7.2%
GEHC vs MGY
+31.9%
-24.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -7.2% | +3.5% | -10.7% | -7.9% |
| 30D | -11.6% | +5.3% | -16.8% | -12.7% |
| 3M | -0.8% | +2.6% | -3.5% | -1.9% |
| 6M | -11.9% | -3.3% | -8.6% | -12.6% |
| YTD | -21.9% | +29.2% | -51.2% | -29.2% |
| 1Y | -17.8% | +18.0% | -35.9% | -23.7% |
| 3Y | -3.5% | +30.0% | -33.6% | -14.5% |
| All | +7.2% | +31.9% | -24.7% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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