-29.3%
GFS vs MLM
+20.9%
-50.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -5.2% | -4.7% | -7.8% |
| 7D | -20.7% | -1.2% | -19.5% | -20.3% |
| 30D | -25.2% | +7.9% | -33.2% | -27.7% |
| 3M | -26.3% | -4.5% | -21.8% | -25.0% |
| 6M | -50.7% | -12.6% | -38.0% | -48.2% |
| YTD | +4.5% | -14.9% | +19.4% | +7.6% |
| 1Y | +2.5% | -13.1% | +15.5% | +4.0% |
| All | -29.3% | +20.9% | -50.3% | -48.5% |
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