+188.7%
GD vs MLM
+199.9%
-11.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.2% |
| 7D | -5.3% | -2.9% | -2.3% | -4.3% |
| 30D | -6.4% | -6.8% | +0.4% | -4.2% |
| 3M | +5.7% | -11.2% | +16.9% | +9.6% |
| 6M | -0.9% | -21.8% | +20.9% | +7.2% |
| YTD | +8.2% | -17.0% | +25.1% | +14.4% |
| 1Y | +13.4% | -16.4% | +29.8% | +19.5% |
| 3Y | +68.5% | +14.5% | +54.0% | +55.7% |
| 5Y | +97.2% | +41.7% | +55.4% | +63.7% |
| All | +188.7% | +199.9% | -11.2% | +68.3% |
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