+24.4%
GH vs MGY
+88.8%
-64.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -2.5% | +3.5% | -6.0% | -3.4% |
| 30D | -4.7% | +5.3% | -10.0% | -6.0% |
| 3M | +20.2% | +2.6% | +17.6% | +18.8% |
| 6M | +78.8% | -3.3% | +82.1% | +78.3% |
| YTD | +54.1% | +29.2% | +24.9% | +39.6% |
| 1Y | +177.1% | +18.0% | +159.0% | +156.9% |
| 3Y | +371.6% | +30.0% | +341.6% | +312.3% |
| All | +24.4% | +88.8% | -64.3% | +19.0% |
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