+210.4%
MGY vs GNRC
+420.4%
-210.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.5% |
| 7D | +3.5% | -0.2% | +3.7% | +3.6% |
| 30D | +5.3% | -15.7% | +21.0% | +9.4% |
| 3M | +2.6% | -27.3% | +30.0% | +9.5% |
| 6M | -3.3% | -12.1% | +8.8% | -3.2% |
| YTD | +29.2% | +37.1% | -7.9% | +14.1% |
| 1Y | +18.0% | -0.5% | +18.5% | +12.3% |
| 3Y | +30.0% | +61.5% | -31.5% | +5.3% |
| 5Y | +92.7% | -58.6% | +151.2% | +117.8% |
| All | +210.4% | +420.4% | -210.0% | +38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling