-38.6%
GIS vs MLM
+18.2%
-56.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +1.5% | -2.9% | +4.4% | +1.8% |
| 30D | +9.2% | +10.4% | -1.2% | +8.0% |
| 3M | -5.4% | -3.7% | -1.6% | -5.2% |
| 6M | +3.4% | -10.3% | +13.7% | +4.1% |
| YTD | -20.5% | -14.8% | -5.7% | -19.8% |
| 1Y | -20.0% | -13.9% | -6.1% | -19.4% |
| 3Y | -38.6% | +18.4% | -57.0% | -41.5% |
| All | -38.6% | +18.2% | -56.8% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling