+163.7%
MXL vs GPC
+74.9%
+88.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.6% |
| 7D | +13.4% | +0.4% | +13.0% | +13.3% |
| 30D | -29.2% | -6.3% | -22.9% | -27.3% |
| 3M | -27.2% | -8.2% | -19.1% | -24.9% |
| 6M | -36.4% | +27.1% | -63.5% | -47.6% |
| YTD | +220.0% | +3.1% | +216.9% | +192.1% |
| 1Y | +304.8% | +0.1% | +304.7% | +275.6% |
| 3Y | +238.5% | +0.2% | +238.3% | +192.2% |
| 5Y | -18.8% | +4.9% | -23.6% | -32.9% |
| All | +163.7% | +74.9% | +88.9% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling