+190.0%
MAGS vs GGLL
+377.6%
-187.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | +1.2% | +1.9% | -0.6% | +0.7% |
| 30D | -0.1% | -9.7% | +9.6% | +2.9% |
| 3M | +3.8% | -18.0% | +21.8% | +8.7% |
| 6M | +13.2% | +15.3% | -2.0% | +3.8% |
| YTD | +4.7% | +2.2% | +2.5% | -0.6% |
| 1Y | +14.4% | +73.1% | -58.7% | -11.1% |
| 3Y | +128.6% | +242.7% | -114.1% | +26.6% |
| All | +190.0% | +377.6% | -187.7% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling