-18.0%
GIS vs MLM
+167.5%
-185.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.2% | -2.0% |
| 7D | +0.4% | -3.8% | +4.2% | +0.7% |
| 30D | +10.1% | +11.0% | -0.9% | +9.1% |
| 3M | -3.7% | -3.1% | -0.6% | -3.5% |
| 6M | +4.3% | -9.8% | +14.1% | +5.0% |
| YTD | -19.8% | -14.4% | -5.5% | -19.1% |
| 1Y | -20.5% | -12.6% | -7.9% | -19.9% |
| 3Y | -38.3% | +19.7% | -58.1% | -39.6% |
| 5Y | -32.2% | +29.8% | -61.9% | -34.5% |
| 10Y | -18.0% | +153.5% | -171.5% | -26.0% |
| All | -18.0% | +167.5% | -185.4% | -26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling