-60.5%
GTLB vs MLM
+26.6%
-87.1%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.9% |
| 7D | -3.5% | -2.0% | -1.5% | -2.1% |
| 30D | -9.0% | +9.5% | -18.5% | -15.9% |
| 3M | +15.9% | -4.7% | +20.6% | +19.2% |
| 6M | +104.9% | -10.7% | +115.6% | +117.1% |
| YTD | +26.0% | -16.6% | +42.5% | +36.9% |
| 1Y | +1.8% | -15.4% | +17.2% | +8.5% |
| 3Y | +6.0% | +15.9% | -10.0% | -24.6% |
| All | -60.5% | +26.6% | -87.1% | -78.0% |
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 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