-38.5%
GFS vs MAGS
+184.9%
-223.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | +7.4% | +1.7% | +5.7% | +6.0% |
| 30D | -15.3% | -5.8% | -9.5% | -10.7% |
| 3M | -21.1% | +0.2% | -21.3% | -21.0% |
| 6M | -44.5% | -2.7% | -41.8% | -43.2% |
| YTD | +19.2% | +4.1% | +15.1% | +14.9% |
| 1Y | +27.2% | +7.5% | +19.7% | +19.3% |
| 3Y | -20.1% | +122.0% | -142.2% | -58.7% |
| All | -38.5% | +184.9% | -223.4% | -72.4% |
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 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