-21.1%
GIS vs MXL
+313.4%
-334.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.8% | -0.2% |
| 7D | -6.4% | +18.9% | -25.2% | -6.1% |
| 30D | -6.1% | +0.3% | -6.4% | -6.0% |
| 3M | +7.8% | -8.0% | +15.9% | +7.9% |
| 6M | -8.8% | +341.2% | -350.0% | -8.1% |
| YTD | -19.1% | +327.8% | -346.9% | -18.5% |
| 1Y | -24.8% | +364.9% | -389.7% | -24.2% |
| 3Y | -37.6% | +229.2% | -266.8% | -37.1% |
| 5Y | -25.4% | +42.8% | -68.2% | -24.2% |
| All | -21.1% | +313.4% | -334.4% | -31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling