-18.0%
GIS vs MXL
+316.6%
-334.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.5% | -8.0% | -2.1% |
| 7D | -7.8% | +1.6% | -9.5% | -7.7% |
| 30D | +6.6% | -7.0% | +13.6% | +6.4% |
| 3M | +21.0% | -33.4% | +54.4% | +19.5% |
| 6M | -9.1% | +260.2% | -269.2% | +0.5% |
| YTD | -13.6% | +260.0% | -273.6% | -4.4% |
| 1Y | -18.0% | +303.5% | -321.5% | -7.2% |
| All | -18.0% | +316.6% | -334.6% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling