-52.2%
GIS vs MAGS
+187.1%
-239.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.1% |
| 7D | -8.4% | -1.8% | -6.6% | -8.6% |
| 30D | -5.2% | +1.1% | -6.3% | -5.1% |
| 3M | +8.2% | +7.7% | +0.4% | +9.3% |
| 6M | -12.0% | +11.7% | -23.7% | -10.6% |
| YTD | -18.9% | +4.9% | -23.8% | -18.3% |
| 1Y | -23.6% | +14.3% | -38.0% | -22.1% |
| 3Y | -37.6% | +128.9% | -166.5% | -30.1% |
| All | -52.2% | +187.1% | -239.3% | -46.6% |
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