-17.3%
GIS vs MLM
+138.2%
-155.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.4% |
| 7D | -3.4% | -0.9% | -2.5% | -3.3% |
| 30D | +6.9% | +9.0% | -2.1% | +6.1% |
| 3M | -10.1% | -5.6% | -4.6% | -9.7% |
| 6M | +5.9% | -10.7% | +16.5% | +6.7% |
| YTD | -21.1% | -17.2% | -3.9% | -20.1% |
| 1Y | -22.5% | -14.2% | -8.3% | -21.7% |
| 3Y | -39.0% | +15.6% | -54.6% | -40.1% |
| 5Y | -33.3% | +26.2% | -59.6% | -35.5% |
| All | -17.3% | +138.2% | -155.5% | -25.0% |
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