+41.4%
GS vs MLM
-15.9%
+57.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.3% |
| 7D | +0.9% | -2.9% | +3.8% | +1.9% |
| 30D | -1.6% | -6.8% | +5.3% | +0.8% |
| 3M | -4.5% | -11.2% | +6.8% | -0.9% |
| 6M | +20.9% | -21.8% | +42.7% | +30.8% |
| YTD | +19.9% | -17.0% | +36.9% | +25.4% |
| 1Y | +41.4% | -16.4% | +57.8% | +47.2% |
| All | +41.4% | -15.9% | +57.3% | +47.2% |
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 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