-24.5%
GPN vs MLM
+15.1%
-39.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.3% |
| 7D | +0.8% | -2.9% | +3.7% | +2.1% |
| 30D | +5.8% | -6.8% | +12.6% | +9.1% |
| 3M | +37.0% | -11.2% | +48.2% | +44.0% |
| 6M | +20.1% | -21.8% | +42.0% | +33.3% |
| YTD | +20.4% | -17.0% | +37.4% | +28.7% |
| 1Y | +7.4% | -16.4% | +23.8% | +14.2% |
| All | -24.5% | +15.1% | -39.6% | -35.0% |
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 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