+297.0%
MXL vs GH
+80.5%
+216.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -3.7% | -7.5% | -9.7% |
| 7D | -24.3% | -7.7% | -16.7% | -21.9% |
| 30D | -46.1% | -10.0% | -36.2% | -44.1% |
| 3M | -21.8% | +5.5% | -27.3% | -23.5% |
| 6M | -27.2% | +84.9% | -112.1% | -41.9% |
| YTD | +226.2% | +65.0% | +161.1% | +165.2% |
| 1Y | +297.0% | +71.8% | +225.2% | +212.6% |
| All | +297.0% | +80.5% | +216.5% | +212.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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