-52.0%
GTLB vs MLM
+50.3%
-102.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.1% |
| 7D | +11.1% | -2.9% | +14.0% | +13.7% |
| 30D | +37.8% | -6.8% | +44.6% | +45.8% |
| 3M | +61.6% | -11.2% | +72.8% | +74.7% |
| 6M | +98.9% | -21.8% | +120.8% | +135.7% |
| YTD | +32.8% | -17.0% | +49.7% | +46.2% |
| 1Y | +14.7% | -16.4% | +31.0% | +24.0% |
| 3Y | +1.3% | +14.5% | -13.1% | -26.2% |
| All | -52.0% | +50.3% | -102.4% | -73.3% |
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