+378.0%
GLW vs MAGS
+188.2%
+189.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +6.5% |
| 7D | +3.8% | +0.5% | +3.2% | +3.4% |
| 30D | -1.3% | +1.5% | -2.8% | -2.4% |
| 3M | -21.8% | +0.5% | -22.3% | -22.1% |
| 6M | +6.9% | +11.6% | -4.7% | +0.8% |
| YTD | +77.2% | +5.3% | +71.9% | +71.9% |
| 1Y | +123.2% | +14.9% | +108.4% | +108.2% |
| 3Y | +400.0% | +128.9% | +271.1% | +278.3% |
| All | +378.0% | +188.2% | +189.8% | +233.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling