+35.8%
GFS vs MAGS
+15.9%
+20.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.5% |
| 7D | +1.0% | +0.5% | +0.5% | +0.6% |
| 30D | -8.6% | +1.5% | -10.1% | -9.5% |
| 3M | -46.5% | +0.5% | -47.0% | -46.4% |
| 6M | -4.8% | +11.6% | -16.4% | -12.7% |
| YTD | +29.7% | +5.3% | +24.4% | +22.6% |
| 1Y | +35.8% | +14.9% | +21.0% | +21.6% |
| All | +35.8% | +15.9% | +20.0% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling