+191.5%
MAGS vs GTLB
+50.0%
+141.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | +0.5% | +11.1% | -10.5% | -1.3% |
| 30D | +1.5% | +37.8% | -36.3% | -4.0% |
| 3M | +0.5% | +61.6% | -61.1% | -7.7% |
| 6M | +11.6% | +98.9% | -87.3% | -2.0% |
| YTD | +5.3% | +32.8% | -27.5% | -1.1% |
| 1Y | +14.9% | +14.7% | +0.2% | +10.0% |
| 3Y | +128.9% | +1.3% | +127.5% | +117.6% |
| All | +191.5% | +50.0% | +141.5% | +173.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling