+19.1%
GLD vs MXL
+366.1%
-346.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.5% | -6.9% | +0.4% |
| 7D | -2.0% | +18.9% | -20.8% | -2.5% |
| 30D | -1.5% | +0.3% | -1.8% | -1.6% |
| 3M | +3.2% | -8.0% | +11.3% | +2.6% |
| 6M | -16.3% | +341.2% | -357.5% | -26.0% |
| YTD | +0.6% | +327.8% | -327.2% | -10.5% |
| 1Y | +19.1% | +364.9% | -345.8% | +3.9% |
| All | +19.1% | +366.1% | -346.9% | +3.9% |
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