+382.5%
GH vs MLM
+203.3%
+179.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -1.9% |
| 7D | -11.2% | -2.9% | -8.4% | -9.9% |
| 30D | -7.2% | +10.4% | -17.7% | -11.7% |
| 3M | -7.1% | -3.7% | -3.4% | -5.9% |
| 6M | +62.3% | -10.3% | +72.6% | +68.5% |
| YTD | +52.1% | -14.8% | +66.9% | +60.3% |
| 1Y | +58.6% | -13.9% | +72.5% | +66.1% |
| 3Y | +619.9% | +18.4% | +601.5% | +543.7% |
| 5Y | +49.7% | +31.8% | +17.9% | +25.4% |
| All | +382.5% | +203.3% | +179.1% | +173.7% |
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