-19.4%
GFS vs MLM
+15.1%
-34.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | +1.0% | -2.9% | +3.9% | +2.2% |
| 30D | -8.6% | -6.8% | -1.8% | -6.0% |
| 3M | -46.5% | -11.2% | -35.3% | -44.4% |
| 6M | -4.8% | -21.8% | +17.0% | +4.8% |
| YTD | +29.7% | -17.0% | +46.6% | +35.1% |
| 1Y | +35.8% | -16.4% | +52.2% | +40.8% |
| All | -19.4% | +15.1% | -34.5% | -27.8% |
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 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