-42.7%
GFS vs MAGS
+180.2%
-223.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +5.4% |
| 7D | -7.8% | -1.4% | -6.4% | -6.6% |
| 30D | -19.7% | -8.4% | -11.3% | -13.6% |
| 3M | -23.1% | -1.5% | -21.6% | -22.0% |
| 6M | -46.4% | -1.4% | -45.0% | -45.7% |
| YTD | +11.0% | +2.4% | +8.7% | +8.4% |
| 1Y | +12.6% | +3.5% | +9.1% | +9.0% |
| 3Y | -24.9% | +125.3% | -150.2% | -61.5% |
| All | -42.7% | +180.2% | -223.0% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling