+187.8%
MAGS vs GPC
-15.9%
+203.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.7% |
| 7D | -0.3% | +0.4% | -0.6% | -0.3% |
| 30D | -7.1% | -1.8% | -5.3% | -6.9% |
| 3M | -0.7% | -6.6% | +5.9% | +0.1% |
| 6M | -1.5% | +21.3% | -22.9% | -4.6% |
| YTD | +3.9% | +4.3% | -0.3% | +2.2% |
| 1Y | +3.1% | +3.3% | -0.2% | +1.4% |
| 3Y | +121.6% | +0.8% | +120.9% | +111.5% |
| All | +187.8% | -15.9% | +203.6% | +184.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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