+46.4%
GH vs MLM
+25.7%
+20.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.5% |
| 7D | +0.6% | -0.9% | +1.4% | +1.2% |
| 30D | -6.9% | +9.0% | -16.0% | -12.8% |
| 3M | -4.9% | -5.6% | +0.7% | -1.8% |
| 6M | +54.1% | -10.7% | +64.7% | +62.5% |
| YTD | +48.5% | -17.2% | +65.7% | +62.3% |
| 1Y | +61.2% | -14.2% | +75.4% | +70.5% |
| 3Y | +570.3% | +15.6% | +554.7% | +430.5% |
| All | +46.4% | +25.7% | +20.7% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling