+11.0%
GS vs MXL
+292.8%
-281.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -1.3% |
| 7D | +5.1% | +33.1% | -27.9% | +2.9% |
| 30D | +2.4% | -33.5% | +35.9% | +4.5% |
| 3M | -11.5% | -20.7% | +9.2% | -11.1% |
| 6M | -2.5% | -35.9% | +33.4% | -2.2% |
| YTD | +5.5% | +238.3% | -232.8% | -18.4% |
| 1Y | +11.0% | +296.2% | -285.2% | -17.5% |
| All | +11.0% | +292.8% | -281.8% | -17.5% |
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