+371.1%
GH vs MLM
+195.0%
+176.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | +0.6% | -0.9% | +1.4% | +1.0% |
| 30D | -6.9% | +9.0% | -16.0% | -10.9% |
| 3M | -4.9% | -5.6% | +0.7% | -2.8% |
| 6M | +54.1% | -10.7% | +64.7% | +60.2% |
| YTD | +48.5% | -17.2% | +65.7% | +58.7% |
| 1Y | +61.2% | -14.2% | +75.4% | +68.9% |
| 3Y | +570.3% | +15.6% | +554.7% | +506.4% |
| 5Y | +46.1% | +26.2% | +19.9% | +24.6% |
| All | +371.1% | +195.0% | +176.2% | +170.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling