+401.3%
GH vs MLM
+195.6%
+205.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | -0.1% | -2.9% | +2.9% | +1.3% |
| 30D | -1.1% | -6.8% | +5.7% | +2.3% |
| 3M | +21.3% | -11.2% | +32.5% | +27.1% |
| 6M | +73.5% | -21.8% | +95.4% | +93.3% |
| YTD | +58.0% | -17.0% | +75.0% | +69.3% |
| 1Y | +163.1% | -16.4% | +179.4% | +179.8% |
| 3Y | +361.0% | +14.5% | +346.6% | +319.2% |
| 5Y | +22.5% | +41.7% | -19.2% | +0.9% |
| All | +401.3% | +195.6% | +205.7% | +189.1% |
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