+438.8%
GS vs MXL
+161.9%
+277.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +1.2% |
| 7D | +5.9% | +13.4% | -7.6% | +3.5% |
| 30D | +4.3% | -29.2% | +33.5% | +8.9% |
| 3M | -11.7% | -27.2% | +15.6% | -9.6% |
| 6M | -3.2% | -36.4% | +33.2% | -2.1% |
| YTD | +5.8% | +220.0% | -214.2% | -27.5% |
| 1Y | +16.0% | +304.8% | -288.8% | -24.5% |
| 3Y | +199.8% | +238.5% | -38.7% | +79.1% |
| 5Y | +155.5% | -18.8% | +174.3% | +100.5% |
| All | +438.8% | +161.9% | +277.0% | +150.8% |
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