+376.5%
GH vs MLM
+203.1%
+173.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -5.2% | -3.8% | -6.5% |
| 7D | -17.2% | -1.2% | -16.0% | -16.7% |
| 30D | -10.1% | +7.9% | -18.1% | -13.6% |
| 3M | -6.0% | -4.5% | -1.5% | -4.4% |
| 6M | +71.4% | -12.6% | +84.0% | +80.2% |
| YTD | +50.2% | -14.9% | +65.1% | +58.3% |
| 1Y | +61.4% | -13.1% | +74.5% | +68.1% |
| 3Y | +435.2% | +21.2% | +413.9% | +372.3% |
| 5Y | +39.2% | +32.0% | +7.2% | +16.5% |
| All | +376.5% | +203.1% | +173.4% | +170.3% |
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 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