-54.6%
GTLB vs MLM
+55.1%
-109.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -3.9% |
| 7D | -9.6% | -3.8% | -5.7% | -6.8% |
| 30D | -14.5% | +11.0% | -25.5% | -21.7% |
| 3M | +20.9% | -3.1% | +24.0% | +22.8% |
| 6M | +81.4% | -9.8% | +91.2% | +91.2% |
| YTD | +25.6% | -14.4% | +39.9% | +33.7% |
| 1Y | +3.4% | -12.6% | +16.0% | +7.4% |
| 3Y | +8.9% | +19.7% | -10.8% | -24.1% |
| 5Y | -64.0% | +29.8% | -93.7% | -79.2% |
| All | -54.6% | +55.1% | -109.7% | -75.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling