+274.2%
MXL vs GPC
+87.0%
+187.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.6% |
| 7D | +16.6% | -1.8% | +18.4% | +17.6% |
| 30D | +0.5% | +0.1% | +0.4% | +0.2% |
| 3M | -3.6% | +37.4% | -41.0% | -22.5% |
| 6M | +328.0% | +25.4% | +302.6% | +260.0% |
| YTD | +297.8% | +12.2% | +285.6% | +251.5% |
| 1Y | +339.4% | -0.3% | +339.7% | +317.2% |
| 3Y | +201.7% | -1.6% | +203.3% | +169.7% |
| 5Y | +32.8% | +31.0% | +1.8% | -3.4% |
| All | +274.2% | +87.0% | +187.2% | +113.2% |
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