+244.6%
GS vs MAGS
+188.2%
+56.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.8% |
| 7D | +0.9% | +0.5% | +0.4% | +0.7% |
| 30D | -1.6% | +1.5% | -3.1% | -2.4% |
| 3M | -4.5% | +0.5% | -4.9% | -4.8% |
| 6M | +20.9% | +11.6% | +9.3% | +13.7% |
| YTD | +19.9% | +5.3% | +14.6% | +16.3% |
| 1Y | +41.4% | +14.9% | +26.5% | +30.8% |
| 3Y | +239.2% | +128.9% | +110.3% | +143.9% |
| All | +244.6% | +188.2% | +56.5% | +129.8% |
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