+331.3%
GLW vs MAGS
+118.0%
+213.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.8% |
| 7D | -11.1% | -0.3% | -10.8% | -10.6% |
| 30D | -28.4% | -7.1% | -21.4% | -24.6% |
| 3M | -28.8% | -0.7% | -28.1% | -28.0% |
| 6M | -39.8% | -1.5% | -38.3% | -38.8% |
| YTD | +28.7% | +3.9% | +24.8% | +26.6% |
| 1Y | +27.7% | +3.1% | +24.6% | +26.2% |
| 3Y | +331.3% | +121.6% | +209.7% | +240.1% |
| All | +331.3% | +118.0% | +213.3% | +240.1% |
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 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