+463.3%
GLW vs MAGS
+128.8%
+334.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.5% | +8.1% | +7.9% |
| 7D | +14.0% | +1.2% | +12.8% | +13.1% |
| 30D | +0.4% | -0.1% | +0.5% | +0.2% |
| 3M | -11.3% | +3.8% | -15.2% | -13.6% |
| 6M | +35.1% | +13.2% | +21.8% | +25.8% |
| YTD | +90.5% | +4.7% | +85.8% | +85.0% |
| 1Y | +132.0% | +14.4% | +117.6% | +115.9% |
| 3Y | +463.3% | +128.6% | +334.8% | +325.6% |
| All | +463.3% | +128.8% | +334.5% | +325.6% |
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