+3.4%
MAGS vs GGLL
-19.1%
+22.4%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -0.3% | +5.1% | -5.4% | -1.3% |
| 30D | -7.1% | -35.5% | +28.4% | +1.3% |
| 3M | -0.7% | -39.2% | +38.4% | +9.3% |
| 6M | -1.5% | -54.4% | +52.8% | +14.0% |
| YTD | +3.9% | -29.8% | +33.8% | +6.3% |
| All | +3.4% | -19.1% | +22.4% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling