+190.4%
MAGS vs GTLB
+42.4%
+148.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.5% |
| 7D | -1.8% | -4.1% | +2.3% | -1.1% |
| 30D | +1.1% | +12.3% | -11.2% | -1.1% |
| 3M | +7.7% | +65.9% | -58.2% | -1.5% |
| 6M | +11.7% | +104.0% | -92.3% | -2.4% |
| YTD | +4.9% | +26.0% | -21.2% | -0.7% |
| 1Y | +14.3% | -3.5% | +17.8% | +13.1% |
| 3Y | +128.9% | -9.6% | +138.6% | +120.4% |
| All | +190.4% | +42.4% | +148.0% | +175.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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