+103.7%
GLD vs MAGS
+186.7%
-83.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.7% |
| 7D | +4.9% | +1.3% | +3.6% | +4.8% |
| 30D | -1.3% | -6.3% | +5.0% | -0.8% |
| 3M | -4.8% | -0.1% | -4.7% | -4.7% |
| 6M | -12.5% | -0.8% | -11.7% | -12.5% |
| YTD | -4.2% | +4.7% | -9.0% | -4.8% |
| 1Y | +3.0% | +6.8% | -3.7% | +2.4% |
| 3Y | +109.1% | +128.9% | -19.8% | +104.6% |
| All | +103.7% | +186.7% | -83.0% | +102.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling