+42.5%
GS vs MXL
+320.4%
-277.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.0% | -6.2% | -0.5% |
| 7D | +3.4% | +15.5% | -12.1% | +2.5% |
| 30D | +0.2% | -11.3% | +11.5% | +0.7% |
| 3M | -0.3% | -16.1% | +15.8% | -0.5% |
| 6M | +27.4% | +323.0% | -295.7% | +3.8% |
| YTD | +19.6% | +281.5% | -261.9% | -0.8% |
| 1Y | +42.5% | +319.3% | -276.8% | +14.6% |
| All | +42.5% | +320.4% | -277.9% | +14.6% |
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