+9.3%
GEHC vs MGY
+32.1%
-22.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.8% | -2.7% |
| 7D | -7.6% | +1.5% | -9.1% | -8.0% |
| 30D | -10.7% | +6.8% | -17.5% | -12.1% |
| 3M | -1.2% | +2.6% | -3.8% | -2.3% |
| 6M | -13.7% | -3.1% | -10.6% | -14.5% |
| YTD | -20.4% | +29.4% | -49.8% | -27.8% |
| 1Y | -17.0% | +22.3% | -39.4% | -23.8% |
| 3Y | +0.9% | +26.6% | -25.6% | -10.2% |
| All | +9.3% | +32.1% | -22.9% | -2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling