+235.5%
MXL vs GPC
+425.0%
-189.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +4.9% |
| 7D | +1.6% | +1.2% | +0.4% | +1.0% |
| 30D | -7.0% | +6.0% | -13.0% | -10.1% |
| 3M | -33.4% | +42.6% | -76.0% | -49.1% |
| 6M | +260.2% | +22.8% | +237.4% | +200.5% |
| YTD | +260.0% | +15.5% | +244.5% | +207.5% |
| 1Y | +303.5% | +2.0% | +301.4% | +273.7% |
| 3Y | +160.4% | -1.4% | +161.9% | +129.5% |
| 5Y | +14.7% | +30.6% | -15.9% | -18.3% |
| 10Y | +215.6% | +80.6% | +135.0% | +65.4% |
| All | +235.5% | +425.0% | -189.5% | -32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling