-53.7%
GTLB vs MLM
+51.3%
-105.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.4% |
| 7D | -11.1% | -4.1% | -7.0% | -8.2% |
| 30D | -7.5% | +8.2% | -15.7% | -13.5% |
| 3M | +34.8% | -3.6% | +38.4% | +37.7% |
| 6M | +98.0% | -15.6% | +113.5% | +120.3% |
| YTD | +28.1% | -16.4% | +44.6% | +39.2% |
| 1Y | +5.6% | -14.3% | +19.9% | +11.4% |
| 3Y | +15.9% | +19.3% | -3.4% | -19.6% |
| 5Y | -61.1% | +29.6% | -90.7% | -77.3% |
| All | -53.7% | +51.3% | -105.0% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling