+71.7%
GD vs MAGS
+185.8%
-114.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +1.9% | +3.0% | -1.1% | +1.5% |
| 30D | +9.2% | -7.3% | +16.5% | +10.2% |
| 3M | -7.5% | +1.7% | -9.2% | -7.8% |
| 6M | +5.8% | -0.4% | +6.1% | +5.6% |
| YTD | +9.8% | +4.4% | +5.4% | +8.7% |
| 1Y | +5.8% | +5.1% | +0.7% | +4.6% |
| 3Y | +58.0% | +122.6% | -64.6% | +45.6% |
| All | +71.7% | +185.8% | -114.1% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 10y: compounded portfolio wealth divided by compounded MAGS 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…
10y analysis · Full analysis span regression · 6 months rolling