+642.6%
GS vs MXL
+243.3%
+399.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.0% | -6.2% | -1.2% |
| 7D | +3.4% | +15.5% | -12.1% | +0.9% |
| 30D | +0.2% | -11.3% | +11.5% | +1.6% |
| 3M | -0.3% | -16.1% | +15.8% | -1.0% |
| 6M | +27.4% | +323.0% | -295.7% | -14.5% |
| YTD | +19.6% | +281.5% | -261.9% | -18.2% |
| 1Y | +42.5% | +319.3% | -276.8% | -5.8% |
| 3Y | +240.4% | +189.4% | +51.1% | +117.5% |
| 5Y | +188.9% | +26.0% | +162.9% | +109.2% |
| 10Y | +642.6% | +243.5% | +399.1% | +235.2% |
| All | +642.6% | +243.3% | +399.2% | +235.2% |
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