+303.5%
MXL vs GFS
+37.2%
+266.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +4.0% |
| 7D | +1.6% | +1.0% | +0.6% | +0.7% |
| 30D | -7.0% | -8.6% | +1.6% | +3.0% |
| 3M | -33.4% | -46.5% | +13.1% | +21.3% |
| 6M | +260.2% | -4.8% | +265.0% | +315.1% |
| YTD | +260.0% | +29.7% | +230.3% | +215.3% |
| 1Y | +303.5% | +35.8% | +267.6% | +254.2% |
| All | +303.5% | +37.2% | +266.3% | +254.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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