-17.4%
GIS vs MGY
+8.9%
-26.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.2% | +10.4% | +5.2% |
| 7D | +8.5% | -12.1% | +20.6% | +8.7% |
| 30D | +15.3% | -2.6% | +17.9% | +15.0% |
| 3M | +0.9% | -4.2% | +5.2% | +0.6% |
| 6M | +7.9% | -23.9% | +31.9% | +10.1% |
| YTD | -17.6% | +8.8% | -26.4% | -24.6% |
| 1Y | -17.4% | +9.5% | -26.8% | -25.0% |
| All | -17.4% | +8.9% | -26.3% | -25.0% |
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 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