+2,611.5%
GPN vs MLM
+1,636.5%
+975.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | +0.8% | -2.9% | +3.7% | +1.9% |
| 30D | +5.8% | -6.8% | +12.6% | +8.5% |
| 3M | +37.0% | -11.2% | +48.2% | +42.9% |
| 6M | +20.1% | -21.8% | +42.0% | +31.1% |
| YTD | +20.4% | -17.0% | +37.4% | +27.9% |
| 1Y | +7.4% | -16.4% | +23.8% | +13.7% |
| 3Y | -26.1% | +14.5% | -40.6% | -31.0% |
| 5Y | -38.5% | +41.7% | -80.3% | -47.2% |
| 10Y | +28.4% | +200.0% | -171.6% | -19.4% |
| All | +2,611.5% | +1,636.5% | +975.1% | +886.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling