+54.9%
GD vs MLM
+20.9%
+33.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.2% | +2.8% | -0.8% |
| 7D | -3.9% | -1.2% | -2.7% | -3.6% |
| 30D | +8.1% | +7.9% | +0.1% | +5.6% |
| 3M | -6.8% | -4.5% | -2.3% | -5.7% |
| 6M | +3.0% | -12.6% | +15.7% | +6.6% |
| YTD | +7.8% | -14.9% | +22.6% | +12.3% |
| 1Y | +5.8% | -13.1% | +18.9% | +9.5% |
| All | +54.9% | +20.9% | +33.9% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling