+190.0%
MAGS vs GPC
-9.5%
+199.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.2% |
| 7D | +1.2% | +0.2% | +1.0% | +1.2% |
| 30D | -0.1% | -0.4% | +0.3% | -0.1% |
| 3M | +3.8% | +39.2% | -35.4% | -1.2% |
| 6M | +13.2% | +18.2% | -5.0% | +10.2% |
| YTD | +4.7% | +12.1% | -7.4% | +2.1% |
| 1Y | +14.4% | -0.7% | +15.0% | +13.7% |
| 3Y | +128.6% | -1.7% | +130.2% | +120.3% |
| All | +190.0% | -9.5% | +199.5% | +183.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling