+185.7%
GS vs MLM
+41.9%
+143.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.5% |
| 7D | +0.9% | -2.9% | +3.8% | +2.4% |
| 30D | -1.6% | -6.8% | +5.3% | +1.9% |
| 3M | -4.5% | -11.2% | +6.8% | +0.6% |
| 6M | +20.9% | -21.8% | +42.7% | +36.0% |
| YTD | +19.9% | -17.0% | +36.9% | +29.7% |
| 1Y | +41.4% | -16.4% | +57.8% | +52.0% |
| 3Y | +239.2% | +14.5% | +224.7% | +204.6% |
| All | +185.7% | +41.9% | +143.8% | +122.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling