-17.3%
GIS vs MLM
+140.5%
-157.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.1% |
| 7D | -4.6% | -5.8% | +1.3% | -4.1% |
| 30D | +6.6% | +9.8% | -3.2% | +5.8% |
| 3M | -8.1% | -5.2% | -2.9% | -7.7% |
| 6M | +4.9% | -10.3% | +15.2% | +5.7% |
| YTD | -21.4% | -15.5% | -5.9% | -20.5% |
| 1Y | -21.6% | -15.0% | -6.6% | -20.8% |
| 3Y | -39.3% | +17.5% | -56.8% | -40.4% |
| 5Y | -33.2% | +30.5% | -63.7% | -35.5% |
| 10Y | -17.3% | +145.5% | -162.8% | -25.2% |
| All | -17.3% | +140.5% | -157.8% | -25.2% |
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 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