-37.6%
GIS vs MXL
+222.8%
-260.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.8% | +0.1% |
| 7D | -6.4% | +18.9% | -25.2% | -5.5% |
| 30D | -6.1% | +0.3% | -6.4% | -5.8% |
| 3M | +7.8% | -8.0% | +15.9% | +8.5% |
| 6M | -8.8% | +341.2% | -350.0% | -1.1% |
| YTD | -19.1% | +327.8% | -346.9% | -12.3% |
| 1Y | -24.8% | +364.9% | -389.7% | -17.9% |
| 3Y | -37.6% | +229.2% | -266.8% | -31.5% |
| All | -37.6% | +222.8% | -260.4% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling