+606.9%
GEV vs MGY
+17.7%
+589.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.5% | -2.8% |
| 7D | -1.9% | +1.8% | -3.7% | -2.4% |
| 30D | -8.7% | +6.5% | -15.2% | -10.4% |
| 3M | +6.6% | +0.3% | +6.3% | +6.2% |
| 6M | +10.2% | -2.4% | +12.6% | +9.3% |
| YTD | +41.6% | +29.0% | +12.6% | +23.7% |
| 1Y | +43.9% | +17.0% | +26.8% | +30.8% |
| All | +606.9% | +17.7% | +589.3% | +526.2% |
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 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