+698.7%
GS vs MXL
+249.5%
+449.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.5% | -0.9% |
| 7D | +0.9% | +1.6% | -0.7% | +0.6% |
| 30D | -1.6% | -7.0% | +5.4% | -1.0% |
| 3M | -4.5% | -33.4% | +28.9% | -1.3% |
| 6M | +20.9% | +260.2% | -239.3% | -15.9% |
| YTD | +19.9% | +260.0% | -240.1% | -16.9% |
| 1Y | +41.4% | +303.5% | -262.1% | -5.4% |
| 3Y | +239.2% | +160.4% | +78.7% | +123.2% |
| 5Y | +185.0% | +14.7% | +170.3% | +109.7% |
| 10Y | +655.0% | +215.6% | +439.4% | +291.0% |
| All | +698.7% | +249.5% | +449.2% | +213.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling