-43.1%
GLXY vs MLM
-4.2%
-38.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.2% | -1.9% | -5.6% |
| 7D | -28.4% | -1.2% | -27.2% | -28.4% |
| 30D | -41.4% | +7.9% | -49.3% | -43.5% |
| 3M | -31.9% | -4.5% | -27.5% | -31.0% |
| 6M | -57.2% | -12.6% | -44.5% | -54.8% |
| YTD | -41.9% | -14.9% | -27.1% | -38.0% |
| 1Y | -58.7% | -13.1% | -45.6% | -56.5% |
| All | -43.1% | -4.2% | -38.9% | -43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling