+364.9%
MXL vs GPC
-0.9%
+365.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +7.9% | +7.4% |
| 7D | +18.9% | -3.2% | +22.0% | +17.7% |
| 30D | +0.3% | +0.5% | -0.2% | +0.6% |
| 3M | -8.0% | +31.7% | -39.8% | -6.4% |
| 6M | +341.2% | +24.7% | +316.5% | +352.0% |
| YTD | +327.8% | +11.8% | +316.1% | +322.4% |
| 1Y | +364.9% | -3.0% | +367.9% | +376.8% |
| All | +364.9% | -0.9% | +365.8% | +376.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling