+9.1%
MXL vs GFS
-3.9%
+13.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.3% | +6.3% | +6.2% |
| 7D | +15.5% | +2.6% | +12.8% | +13.2% |
| 30D | -11.3% | -16.4% | +5.1% | +2.7% |
| 3M | -16.1% | -41.6% | +25.5% | +31.4% |
| 6M | +323.0% | -3.7% | +326.7% | +364.3% |
| YTD | +281.5% | +29.3% | +252.2% | +237.0% |
| 1Y | +319.3% | +37.1% | +282.2% | +257.2% |
| 3Y | +189.4% | -22.1% | +211.5% | +249.7% |
| All | +9.1% | -3.9% | +13.0% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling