+191.5%
MAGS vs GGLL
+378.0%
-186.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.7% |
| 7D | +0.5% | -4.8% | +5.3% | +2.0% |
| 30D | +1.5% | -13.7% | +15.2% | +6.0% |
| 3M | +0.5% | -21.9% | +22.3% | +6.8% |
| 6M | +11.6% | +11.7% | -0.1% | +3.4% |
| YTD | +5.3% | +2.3% | +3.0% | -0.1% |
| 1Y | +14.9% | +76.2% | -61.3% | -11.3% |
| 3Y | +128.9% | +245.0% | -116.1% | +26.5% |
| All | +191.5% | +378.0% | -186.4% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling