+67.4%
GD vs MAGS
+180.2%
-112.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.7% | -0.8% |
| 7D | -5.0% | -1.4% | -3.6% | -4.8% |
| 30D | +8.9% | -8.4% | +17.3% | +10.0% |
| 3M | -8.0% | -1.5% | -6.5% | -8.0% |
| 6M | +2.9% | -1.4% | +4.3% | +2.8% |
| YTD | +7.1% | +2.4% | +4.7% | +6.3% |
| 1Y | +5.9% | +3.5% | +2.4% | +4.9% |
| 3Y | +53.9% | +125.3% | -71.4% | +42.1% |
| All | +67.4% | +180.2% | -112.9% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling