+128.9%
MAGS vs GPC
+2.3%
+126.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | +2.1% |
| 7D | +1.3% | +0.8% | +0.5% | +1.2% |
| 30D | -6.3% | -1.1% | -5.3% | -6.3% |
| 3M | -0.1% | -6.6% | +6.6% | +0.6% |
| 6M | -0.8% | +22.2% | -23.0% | -3.6% |
| YTD | +4.7% | +5.1% | -0.3% | +3.0% |
| 1Y | +6.8% | +2.8% | +4.0% | +5.2% |
| 3Y | +128.9% | +2.4% | +126.6% | +120.5% |
| All | +128.9% | +2.3% | +126.6% | +120.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling