+128.5%
GLD vs MAGS
+133.5%
-5.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | -0.5% | +0.5% | -1.1% | -0.6% |
| 30D | +4.4% | +1.5% | +2.9% | +4.3% |
| 3M | -1.1% | +0.5% | -1.6% | -1.2% |
| 6M | -13.8% | +11.6% | -25.4% | -14.4% |
| YTD | +2.6% | +5.3% | -2.6% | +2.0% |
| 1Y | +24.5% | +14.9% | +9.6% | +23.5% |
| All | +128.5% | +133.5% | -5.0% | +126.2% |
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