+89.0%
MGY vs GNRC
-58.7%
+147.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.3% |
| 7D | +3.5% | -0.2% | +3.7% | +3.6% |
| 30D | +5.3% | -15.7% | +21.0% | +8.2% |
| 3M | +2.6% | -27.3% | +30.0% | +7.7% |
| 6M | -3.3% | -12.1% | +8.8% | -3.2% |
| YTD | +29.2% | +37.1% | -7.9% | +17.3% |
| 1Y | +18.0% | -0.5% | +18.5% | +13.6% |
| 3Y | +30.0% | +61.5% | -31.5% | +11.0% |
| All | +89.0% | -58.7% | +147.7% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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