+24.1%
GPN vs MLM
+204.6%
-180.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.8% | -3.1% |
| 7D | -0.7% | +1.4% | -2.1% | -1.3% |
| 30D | +3.8% | -6.5% | +10.4% | +7.0% |
| 3M | +39.2% | -7.4% | +46.6% | +43.8% |
| 6M | +17.9% | -15.8% | +33.7% | +26.8% |
| YTD | +16.4% | -17.4% | +33.8% | +25.5% |
| 1Y | +3.6% | -17.9% | +21.5% | +11.9% |
| 3Y | -26.7% | +18.9% | -45.6% | -34.3% |
| 5Y | -44.8% | +43.4% | -88.2% | -55.2% |
| 10Y | +24.1% | +206.2% | -182.0% | -32.2% |
| All | +24.1% | +204.6% | -180.4% | -32.2% |
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