+15.4%
GPN vs MLM
-16.0%
+31.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -1.3% | -10.7% | -11.5% |
| 7D | -7.1% | -2.0% | -5.2% | -6.4% |
| 30D | +7.7% | +9.5% | -1.8% | +4.1% |
| 3M | -0.1% | -4.7% | +4.6% | +1.5% |
| 6M | +29.4% | -10.7% | +40.1% | +33.7% |
| YTD | +15.1% | -16.6% | +31.6% | +17.3% |
| 1Y | +15.4% | -15.4% | +30.8% | +16.0% |
| All | +15.4% | -16.0% | +31.4% | +16.0% |
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