-55.6%
GLXY vs MLM
-12.9%
-42.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.2% | -2.6% |
| 7D | -16.2% | -2.9% | -13.3% | -15.6% |
| 30D | -30.6% | +10.4% | -41.0% | -33.3% |
| 3M | -27.7% | -3.7% | -24.0% | -26.9% |
| 6M | -53.3% | -10.3% | -43.1% | -51.8% |
| YTD | -36.9% | -14.8% | -22.1% | -34.7% |
| 1Y | -55.6% | -13.9% | -41.7% | -54.4% |
| All | -55.6% | -12.9% | -42.7% | -54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling