-30.4%
GIS vs MLM
+23.5%
-53.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.4% |
| 7D | +3.6% | -4.1% | +7.7% | +4.0% |
| 30D | +13.9% | +8.2% | +5.7% | +13.0% |
| 3M | +0.3% | -3.6% | +3.9% | +0.6% |
| 6M | +5.0% | -15.6% | +20.5% | +6.3% |
| YTD | -18.4% | -16.4% | -1.9% | -17.3% |
| 1Y | -17.4% | -14.3% | -3.1% | -16.6% |
| 3Y | -36.9% | +19.3% | -56.2% | -38.5% |
| All | -30.4% | +23.5% | -53.9% | -33.5% |
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 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