+52.4%
GEV vs MGY
+8.9%
+43.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.2% | -4.1% | -10.0% |
| 7D | -5.1% | -12.1% | +7.0% | -7.2% |
| 30D | -15.8% | -2.6% | -13.2% | -16.0% |
| 3M | -18.2% | -4.2% | -13.9% | -18.4% |
| 6M | -22.4% | -23.9% | +1.5% | -25.0% |
| YTD | +27.7% | +8.8% | +18.9% | +33.2% |
| 1Y | +52.4% | +9.5% | +42.9% | +61.1% |
| All | +52.4% | +8.9% | +43.4% | +61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling