+793.6%
GIS vs MLM
+2,961.7%
-2,168.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.6% |
| 7D | -7.8% | -2.9% | -4.9% | -7.6% |
| 30D | +6.6% | -6.8% | +13.4% | +7.4% |
| 3M | +21.0% | -11.2% | +32.2% | +22.5% |
| 6M | -9.1% | -21.8% | +12.8% | -6.7% |
| YTD | -13.6% | -17.0% | +3.4% | -12.1% |
| 1Y | -18.0% | -16.4% | -1.6% | -16.7% |
| 3Y | -33.7% | +14.5% | -48.1% | -35.3% |
| 5Y | -19.4% | +41.7% | -61.2% | -24.0% |
| 10Y | -21.3% | +200.0% | -221.3% | -34.3% |
| All | +793.6% | +2,961.7% | -2,168.2% | +432.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling