-30.0%
GLXY vs MLM
-4.8%
-25.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.8% | +14.0% | +13.4% |
| 7D | +14.3% | -5.8% | +20.1% | +16.4% |
| 30D | -19.6% | +9.8% | -29.5% | -23.2% |
| 3M | -20.7% | -5.2% | -15.5% | -19.4% |
| 6M | -49.6% | -10.3% | -39.3% | -48.1% |
| YTD | -28.6% | -15.5% | -13.1% | -23.5% |
| 1Y | -48.0% | -15.0% | -33.0% | -44.6% |
| All | -30.0% | -4.8% | -25.1% | -30.7% |
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