+643.2%
GEV vs MAGS
+78.1%
+565.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.6% |
| 7D | +8.1% | +1.2% | +6.9% | +6.8% |
| 30D | -1.9% | -0.1% | -1.8% | -2.0% |
| 3M | +4.1% | +3.8% | +0.2% | -0.4% |
| 6M | +23.2% | +13.2% | +10.0% | +7.9% |
| YTD | +48.9% | +4.7% | +44.2% | +40.4% |
| 1Y | +62.2% | +14.4% | +47.8% | +40.4% |
| All | +643.2% | +78.1% | +565.0% | +317.4% |
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