-34.9%
GIS vs MLM
+28.3%
-63.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.9% |
| 7D | -8.1% | -2.0% | -6.1% | -7.9% |
| 30D | +5.3% | +9.5% | -4.2% | +4.4% |
| 3M | -10.5% | -4.7% | -5.8% | -10.2% |
| 6M | +1.8% | -10.7% | +12.5% | +2.7% |
| YTD | -22.9% | -16.6% | -6.4% | -22.0% |
| 1Y | -22.9% | -15.4% | -7.6% | -22.1% |
| 3Y | -40.5% | +15.9% | -56.5% | -41.9% |
| 5Y | -34.9% | +27.1% | -62.0% | -38.1% |
| All | -34.9% | +28.3% | -63.2% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling