-33.3%
GFS vs MAGS
+186.6%
-219.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.2% |
| 7D | +2.6% | +1.2% | +1.4% | +1.6% |
| 30D | -16.4% | -0.1% | -16.3% | -16.4% |
| 3M | -41.6% | +3.8% | -45.4% | -43.6% |
| 6M | -3.7% | +13.2% | -16.9% | -13.3% |
| YTD | +29.3% | +4.7% | +24.6% | +23.6% |
| 1Y | +37.1% | +14.4% | +22.7% | +21.4% |
| 3Y | -22.1% | +128.6% | -150.7% | -60.5% |
| All | -33.3% | +186.6% | -219.9% | -70.3% |
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