+68.5%
GD vs MAGS
+177.4%
-108.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.5% | -1.8% |
| 7D | -3.9% | -4.1% | +0.2% | -3.4% |
| 30D | +8.1% | -9.5% | +17.6% | +9.3% |
| 3M | -6.8% | -2.3% | -4.5% | -6.6% |
| 6M | +3.0% | -0.4% | +3.4% | +2.7% |
| YTD | +7.8% | +1.3% | +6.4% | +7.1% |
| 1Y | +5.8% | +0.4% | +5.4% | +5.3% |
| 3Y | +55.3% | +125.4% | -70.1% | +43.7% |
| All | +68.5% | +177.4% | -108.9% | +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