+12.3%
MAGS vs GNRC
-6.8%
+19.1%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.3% | +0.6% |
| 7D | +0.8% | +3.2% | -2.3% | +0.5% |
| 30D | +0.4% | -9.5% | +9.9% | +1.3% |
| 3M | +5.6% | -28.5% | +34.1% | +8.2% |
| 6M | +12.3% | -10.0% | +22.3% | +9.5% |
| All | +12.3% | -6.8% | +19.1% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 6mo: compounded portfolio wealth divided by compounded GNRC 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…
6mo analysis · Full analysis span regression · 6 months rolling