-33.4%
GLXY vs MLM
-6.1%
-27.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -4.6% |
| 7D | +16.9% | -2.0% | +18.9% | +17.6% |
| 30D | -23.0% | +9.5% | -32.5% | -26.4% |
| 3M | -28.0% | -4.7% | -23.3% | -27.1% |
| 6M | -51.6% | -10.7% | -40.9% | -50.3% |
| YTD | -32.1% | -16.6% | -15.6% | -27.0% |
| 1Y | -51.5% | -15.4% | -36.1% | -48.3% |
| All | -33.4% | -6.1% | -27.3% | -33.9% |
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