+71.8%
GD vs MAGS
+184.9%
-113.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +2.7% | +1.7% | +1.0% | +2.5% |
| 30D | +8.6% | -5.8% | +14.4% | +9.3% |
| 3M | -7.1% | +0.2% | -7.3% | -7.2% |
| 6M | +7.5% | -2.7% | +10.1% | +7.6% |
| YTD | +9.9% | +4.1% | +5.8% | +8.9% |
| 1Y | +7.6% | +7.5% | 0.0% | +6.0% |
| 3Y | +56.2% | +122.0% | -65.8% | +44.0% |
| All | +71.8% | +184.9% | -113.1% | +55.9% |
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