+77.7%
GIS vs MXL
+286.3%
-208.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | 0.0% | -3.0% |
| 7D | -8.4% | +16.6% | -25.0% | -8.4% |
| 30D | -5.2% | +0.5% | -5.7% | -5.2% |
| 3M | +8.2% | -3.6% | +11.8% | +7.8% |
| 6M | -12.0% | +328.0% | -340.0% | -15.1% |
| YTD | -18.9% | +297.8% | -316.7% | -21.7% |
| 1Y | -23.6% | +339.4% | -363.0% | -26.5% |
| 3Y | -37.6% | +201.7% | -239.4% | -40.3% |
| 5Y | -25.2% | +32.8% | -58.0% | -27.2% |
| 10Y | -19.3% | +274.8% | -294.2% | -29.2% |
| All | +77.7% | +286.3% | -208.6% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling