-18.0%
GIS vs MGY
+15.5%
-33.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.4% |
| 7D | -7.8% | +2.1% | -9.9% | -7.9% |
| 30D | +6.6% | +13.8% | -7.2% | +6.3% |
| 3M | +21.0% | -4.3% | +25.2% | +21.3% |
| 6M | -9.1% | -5.1% | -4.0% | -9.4% |
| YTD | -13.6% | +24.8% | -38.4% | -15.9% |
| 1Y | -18.0% | +11.8% | -29.8% | -20.2% |
| All | -18.0% | +15.5% | -33.5% | -20.2% |
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 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