+69.1%
GD vs MAGS
+188.2%
-119.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.6% |
| 7D | -5.3% | +0.5% | -5.8% | -5.3% |
| 30D | -6.4% | +1.5% | -7.9% | -6.6% |
| 3M | +5.7% | +0.5% | +5.2% | +5.5% |
| 6M | -0.9% | +11.6% | -12.5% | -2.7% |
| YTD | +8.2% | +5.3% | +2.9% | +7.1% |
| 1Y | +13.4% | +14.9% | -1.5% | +10.9% |
| 3Y | +68.5% | +128.9% | -60.4% | +55.2% |
| All | +69.1% | +188.2% | -119.1% | +53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling