+565.8%
GS vs MXL
+174.0%
+391.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.0% | -11.4% | -2.2% |
| 7D | -3.2% | -27.1% | +23.9% | +1.3% |
| 30D | -2.4% | -54.2% | +51.8% | +9.6% |
| 3M | -15.7% | -29.9% | +14.2% | -13.1% |
| 6M | -6.8% | -39.5% | +32.7% | -5.3% |
| YTD | -0.1% | +182.2% | -182.2% | -29.5% |
| 1Y | +12.1% | +231.8% | -219.8% | -23.7% |
| 3Y | +185.8% | +195.9% | -10.1% | +78.4% |
| 5Y | +140.1% | -27.3% | +167.3% | +89.4% |
| 10Y | +505.2% | +159.9% | +345.3% | +216.7% |
| All | +565.8% | +174.0% | +391.8% | +166.0% |
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