-53.5%
GIS vs MAGS
+184.9%
-238.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.3% |
| 7D | -3.4% | +1.7% | -5.0% | -3.1% |
| 30D | +6.9% | -5.8% | +12.7% | +6.1% |
| 3M | -10.1% | +0.2% | -10.4% | -10.1% |
| 6M | +5.9% | -2.7% | +8.5% | +5.5% |
| YTD | -21.1% | +4.1% | -25.2% | -20.6% |
| 1Y | -22.5% | +7.5% | -30.0% | -21.6% |
| 3Y | -39.0% | +122.0% | -161.0% | -31.9% |
| All | -53.5% | +184.9% | -238.5% | -48.1% |
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