+368.5%
GH vs MLM
+197.6%
+171.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.2% | -0.8% |
| 7D | -15.6% | -4.1% | -11.5% | -13.9% |
| 30D | -10.4% | +8.2% | -18.5% | -13.9% |
| 3M | -4.3% | -3.6% | -0.7% | -3.1% |
| 6M | +63.5% | -15.6% | +79.1% | +74.9% |
| YTD | +47.7% | -16.4% | +64.1% | +57.1% |
| 1Y | +56.7% | -14.3% | +71.1% | +64.4% |
| 3Y | +443.9% | +19.3% | +424.6% | +383.7% |
| 5Y | +36.9% | +29.6% | +7.3% | +15.6% |
| All | +368.5% | +197.6% | +171.0% | +168.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling