+443.9%
GH vs MLM
+18.7%
+425.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.2% | -0.8% |
| 7D | -15.6% | -4.1% | -11.5% | -13.8% |
| 30D | -10.4% | +8.2% | -18.5% | -14.0% |
| 3M | -4.3% | -3.6% | -0.7% | -2.8% |
| 6M | +63.5% | -15.6% | +79.1% | +76.8% |
| YTD | +47.7% | -16.4% | +64.1% | +56.9% |
| 1Y | +56.7% | -14.3% | +71.1% | +63.1% |
| 3Y | +443.9% | +19.3% | +424.6% | +299.3% |
| All | +443.9% | +18.7% | +425.2% | +299.3% |
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