-55.0%
GLXY vs MLM
-14.5%
-40.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.8% | +7.1% | +5.6% |
| 7D | -14.6% | -4.1% | -10.5% | -14.0% |
| 30D | -36.2% | +8.2% | -44.3% | -38.4% |
| 3M | -30.1% | -3.6% | -26.5% | -29.6% |
| 6M | -56.1% | -15.6% | -40.5% | -52.6% |
| YTD | -38.9% | -16.4% | -22.5% | -36.5% |
| 1Y | -55.0% | -14.3% | -40.7% | -55.8% |
| All | -55.0% | -14.5% | -40.6% | -55.8% |
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