-21.3%
GFS vs MLM
+41.2%
-62.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -5.2% | -4.7% | -7.1% |
| 7D | -20.7% | -1.2% | -19.5% | -20.2% |
| 30D | -25.2% | +7.9% | -33.2% | -28.6% |
| 3M | -26.3% | -4.5% | -21.8% | -24.8% |
| 6M | -50.7% | -12.6% | -38.0% | -47.7% |
| YTD | +4.5% | -14.9% | +19.4% | +10.0% |
| 1Y | +2.5% | -13.1% | +15.5% | +6.2% |
| 3Y | -30.9% | +21.2% | -52.2% | -44.6% |
| 5Y | -42.6% | +32.0% | -74.6% | -57.0% |
| All | -21.3% | +41.2% | -62.5% | -41.4% |
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