+202.4%
GD vs MLM
+216.9%
-14.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -4.9% | -3.4% |
| 7D | +3.0% | +9.1% | -6.2% | -0.2% |
| 30D | +10.5% | +14.6% | -4.1% | +5.2% |
| 3M | -5.0% | +0.3% | -5.3% | -5.3% |
| 6M | +5.5% | -7.5% | +13.0% | +7.5% |
| YTD | +10.3% | -10.2% | +20.6% | +13.3% |
| 1Y | +8.2% | -10.5% | +18.6% | +11.2% |
| 3Y | +59.0% | +27.8% | +31.2% | +41.4% |
| 5Y | +104.3% | +38.9% | +65.3% | +71.6% |
| 10Y | +202.4% | +211.4% | -9.0% | +71.8% |
| All | +202.4% | +216.9% | -14.5% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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