+190.4%
MAGS vs GFI
+235.2%
-44.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | 0.0% |
| 7D | -1.8% | -5.1% | +3.4% | -1.5% |
| 30D | +1.1% | +13.4% | -12.4% | +0.3% |
| 3M | +7.7% | +36.2% | -28.5% | +5.7% |
| 6M | +11.7% | -9.8% | +21.5% | +11.3% |
| YTD | +4.9% | +7.7% | -2.8% | +3.9% |
| 1Y | +14.3% | +27.2% | -12.8% | +12.7% |
| 3Y | +128.9% | +300.3% | -171.4% | +117.2% |
| All | +190.4% | +235.2% | -44.8% | +175.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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