+105.9%
GILD vs MAGS
+128.4%
-22.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.8% |
| 7D | -4.8% | +0.6% | -5.5% | -4.9% |
| 30D | +5.8% | +3.2% | +2.6% | +5.6% |
| 3M | +14.9% | +7.7% | +7.3% | +14.4% |
| 6M | -0.4% | +12.5% | -12.8% | -1.1% |
| YTD | +18.5% | +6.0% | +12.6% | +17.8% |
| 1Y | +25.1% | +14.4% | +10.7% | +23.9% |
| 3Y | +105.9% | +127.5% | -21.6% | +98.2% |
| All | +105.9% | +128.4% | -22.5% | +98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling