+364.9%
MXL vs GFS
+47.5%
+317.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.2% | +5.4% | +5.4% |
| 7D | +18.9% | +3.8% | +15.0% | +14.8% |
| 30D | +0.3% | -11.7% | +12.0% | +14.5% |
| 3M | -8.0% | -41.8% | +33.7% | +55.5% |
| 6M | +341.2% | +6.6% | +334.6% | +368.3% |
| YTD | +327.8% | +34.6% | +293.2% | +259.3% |
| 1Y | +364.9% | +46.2% | +318.7% | +280.6% |
| All | +364.9% | +47.5% | +317.4% | +280.6% |
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