+206.1%
MXL vs GFS
-21.4%
+227.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.1% |
| 7D | +16.6% | +3.2% | +13.4% | +13.6% |
| 30D | +0.5% | -9.6% | +10.0% | +10.8% |
| 3M | -3.6% | -38.5% | +34.9% | +52.1% |
| 6M | +328.0% | -1.3% | +329.3% | +365.1% |
| YTD | +297.8% | +31.8% | +266.0% | +240.1% |
| 1Y | +339.4% | +44.6% | +294.9% | +251.5% |
| All | +206.1% | -21.4% | +227.6% | +283.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling