+1.8%
GTLB vs MLM
-16.0%
+17.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | -3.5% | -2.0% | -1.5% | -3.4% |
| 30D | -9.0% | +9.5% | -18.5% | -9.1% |
| 3M | +15.9% | -4.7% | +20.6% | +15.7% |
| 6M | +104.9% | -10.7% | +115.6% | +102.4% |
| YTD | +26.0% | -16.6% | +42.5% | +25.8% |
| 1Y | +1.8% | -15.4% | +17.2% | +1.9% |
| All | +1.8% | -16.0% | +17.8% | +1.9% |
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 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