+188.2%
MAGS vs GGLL
+246.5%
-58.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.3% |
| 7D | +1.7% | +7.7% | -6.0% | -0.6% |
| 30D | -5.8% | -30.2% | +24.4% | +3.5% |
| 3M | +0.2% | -31.3% | +31.5% | +10.2% |
| 6M | -2.7% | -52.1% | +49.4% | +17.9% |
| YTD | +4.1% | -25.9% | +29.9% | +6.9% |
| 1Y | +7.5% | -8.5% | +16.0% | +2.0% |
| 3Y | +122.0% | +165.5% | -43.5% | +30.6% |
| All | +188.2% | +246.5% | -58.3% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling