+25.2%
GFS vs MAGS
+3.4%
+21.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +17.2% | +3.0% | +14.2% | +14.6% |
| 30D | -8.7% | -7.3% | -1.4% | -3.4% |
| 3M | -19.7% | +1.7% | -21.4% | -20.2% |
| 6M | -40.7% | -0.4% | -40.3% | -39.7% |
| YTD | +22.5% | +4.4% | +18.1% | +15.7% |
| 1Y | +25.2% | +5.1% | +20.2% | +17.8% |
| All | +25.2% | +3.4% | +21.8% | +17.8% |
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