+632.4%
GEV vs MAGS
+80.3%
+552.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +2.6% |
| 7D | +1.6% | +0.6% | +1.0% | +1.0% |
| 30D | -7.9% | +3.2% | -11.2% | -10.7% |
| 3M | +5.6% | +7.7% | -2.1% | -2.5% |
| 6M | +13.1% | +12.5% | +0.6% | -0.2% |
| YTD | +46.7% | +6.0% | +40.8% | +36.9% |
| 1Y | +51.3% | +14.4% | +36.9% | +31.2% |
| All | +632.4% | +80.3% | +552.2% | +306.9% |
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