+38.9%
GH vs MLM
+25.8%
+13.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -5.2% | -3.8% | -5.4% |
| 7D | -17.2% | -1.2% | -16.0% | -16.5% |
| 30D | -10.1% | +7.9% | -18.1% | -15.2% |
| 3M | -6.0% | -4.5% | -1.5% | -3.6% |
| 6M | +71.4% | -12.6% | +84.0% | +84.3% |
| YTD | +50.2% | -14.9% | +65.1% | +61.0% |
| 1Y | +61.4% | -13.1% | +74.5% | +69.5% |
| 3Y | +435.2% | +21.2% | +413.9% | +306.5% |
| All | +38.9% | +25.8% | +13.1% | -7.6% |
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