+34.8%
MXL vs GPC
+30.9%
+4.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.9% | +6.7% | +7.3% |
| 7D | +19.0% | -0.6% | +19.6% | +19.2% |
| 30D | +4.5% | +1.3% | +3.2% | +4.0% |
| 3M | -1.5% | +37.1% | -38.6% | -15.2% |
| 6M | +348.6% | +23.2% | +325.4% | +303.4% |
| YTD | +310.3% | +13.1% | +297.2% | +278.1% |
| 1Y | +344.7% | +0.9% | +343.9% | +334.5% |
| 3Y | +211.2% | -0.8% | +212.0% | +187.6% |
| 5Y | +34.8% | +31.1% | +3.7% | -8.6% |
| All | +34.8% | +30.9% | +4.0% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling