+574.5%
GWW vs MLM
+206.1%
+368.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.4% |
| 7D | +1.4% | -2.9% | +4.3% | +2.5% |
| 30D | +3.3% | -6.8% | +10.1% | +6.0% |
| 3M | +2.9% | -11.2% | +14.2% | +7.2% |
| 6M | +15.8% | -21.8% | +37.6% | +26.7% |
| YTD | +32.0% | -17.0% | +49.0% | +40.4% |
| 1Y | +29.9% | -16.4% | +46.3% | +37.5% |
| 3Y | +91.1% | +14.5% | +76.6% | +76.0% |
| 5Y | +223.9% | +41.7% | +182.2% | +169.4% |
| All | +574.5% | +206.1% | +368.4% | +296.4% |
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