-49.9%
GIS vs MAGS
+186.6%
-236.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.6% |
| 7D | -8.3% | +1.2% | -9.5% | -8.1% |
| 30D | +2.2% | -0.1% | +2.3% | +2.1% |
| 3M | +15.7% | +3.8% | +11.9% | +16.3% |
| 6M | -12.0% | +13.2% | -25.2% | -10.4% |
| YTD | -15.0% | +4.7% | -19.7% | -14.4% |
| 1Y | -20.1% | +14.4% | -34.5% | -18.5% |
| 3Y | -34.6% | +128.6% | -163.2% | -26.7% |
| All | -49.9% | +186.6% | -236.6% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling