+42.6%
GPN vs MLM
+167.5%
-124.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | -0.8% |
| 7D | -1.9% | -3.8% | +2.0% | -0.2% |
| 30D | +18.9% | +11.0% | +7.9% | +13.2% |
| 3M | +13.8% | -3.1% | +16.9% | +15.2% |
| 6M | +42.3% | -9.8% | +52.0% | +48.3% |
| YTD | +27.6% | -14.4% | +41.9% | +35.1% |
| 1Y | +30.3% | -12.6% | +42.8% | +36.6% |
| 3Y | -5.8% | +19.7% | -25.5% | -16.0% |
| 5Y | -22.6% | +29.8% | -52.4% | -34.7% |
| 10Y | +42.6% | +153.5% | -110.9% | -18.1% |
| All | +42.6% | +167.5% | -124.9% | -18.1% |
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