+632.4%
GEV vs MGY
+17.9%
+614.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | +1.6% | +3.5% | -1.9% | +0.7% |
| 30D | -7.9% | +5.3% | -13.2% | -9.4% |
| 3M | +5.6% | +2.6% | +3.0% | +4.4% |
| 6M | +13.1% | -3.3% | +16.3% | +12.6% |
| YTD | +46.7% | +29.2% | +17.5% | +28.1% |
| 1Y | +51.3% | +18.0% | +33.3% | +37.0% |
| All | +632.4% | +17.9% | +614.6% | +548.5% |
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