+6,005.0%
GD vs MLM
+2,961.7%
+3,043.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.1% |
| 7D | -5.3% | -2.9% | -2.3% | -4.5% |
| 30D | -6.4% | -6.8% | +0.4% | -4.7% |
| 3M | +5.7% | -11.2% | +16.9% | +8.7% |
| 6M | -0.9% | -21.8% | +20.9% | +5.3% |
| YTD | +8.2% | -17.0% | +25.1% | +13.0% |
| 1Y | +13.4% | -16.4% | +29.8% | +18.2% |
| 3Y | +68.5% | +14.5% | +54.0% | +59.3% |
| 5Y | +97.2% | +41.7% | +55.4% | +73.1% |
| 10Y | +190.2% | +200.0% | -9.8% | +101.4% |
| All | +6,005.0% | +2,961.7% | +3,043.3% | +2,420.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling