+695.8%
GWW vs MLM
+185.4%
+510.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | +6.0% | -4.1% | +10.1% | +7.8% |
| 30D | +14.0% | +8.2% | +5.9% | +10.4% |
| 3M | +12.5% | -3.6% | +16.1% | +13.8% |
| 6M | +23.6% | -15.6% | +39.2% | +31.0% |
| YTD | +43.6% | -16.4% | +60.0% | +52.1% |
| 1Y | +52.5% | -14.3% | +66.8% | +59.8% |
| 3Y | +92.6% | +19.3% | +73.3% | +74.4% |
| 5Y | +219.0% | +29.6% | +189.4% | +174.2% |
| All | +695.8% | +185.4% | +510.4% | +379.5% |
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 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