-13.7%
GPN vs MAGS
+190.0%
-203.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | -4.6% | +0.6% | -5.2% | -4.9% |
| 30D | -0.3% | +3.2% | -3.5% | -1.8% |
| 3M | +35.4% | +7.7% | +27.8% | +30.2% |
| 6M | +21.7% | +12.5% | +9.2% | +14.5% |
| YTD | +14.9% | +6.0% | +8.9% | +11.2% |
| 1Y | +3.2% | +14.4% | -11.2% | -4.1% |
| 3Y | -27.1% | +127.5% | -154.7% | -52.3% |
| All | -13.7% | +190.0% | -203.7% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling