+421.8%
GLW vs MAGS
+187.7%
+234.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | +16.9% | +0.8% | +16.1% | +16.3% |
| 30D | +7.0% | +0.4% | +6.6% | +6.5% |
| 3M | -3.0% | +5.6% | -8.5% | -6.2% |
| 6M | +31.0% | +12.3% | +18.7% | +22.9% |
| YTD | +93.4% | +5.1% | +88.3% | +87.8% |
| 1Y | +134.7% | +14.0% | +120.8% | +119.7% |
| 3Y | +471.8% | +129.4% | +342.4% | +332.6% |
| All | +421.8% | +187.7% | +234.2% | +264.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling