+298.8%
MXL vs GFI
+503.1%
-204.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.3% | +8.8% | +7.7% |
| 7D | +18.9% | -4.9% | +23.7% | +19.4% |
| 30D | +0.3% | +10.7% | -10.4% | -0.8% |
| 3M | -8.0% | +25.6% | -33.7% | -10.4% |
| 6M | +341.2% | -8.3% | +349.5% | +341.7% |
| YTD | +327.8% | +6.3% | +321.5% | +322.2% |
| 1Y | +364.9% | +22.1% | +342.8% | +352.5% |
| 3Y | +229.2% | +289.2% | -60.0% | +185.5% |
| 5Y | +42.8% | +531.7% | -488.9% | +17.3% |
| 10Y | +303.1% | +1,043.8% | -740.7% | +218.9% |
| All | +298.8% | +503.1% | -204.3% | +234.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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