+669.9%
GWW vs MLM
+138.2%
+531.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +3.6% | -0.9% | +4.4% | +3.9% |
| 30D | +12.1% | +9.0% | +3.1% | +8.2% |
| 3M | +12.9% | -5.6% | +18.5% | +15.1% |
| 6M | +19.3% | -10.7% | +30.0% | +23.6% |
| YTD | +48.7% | -17.2% | +65.9% | +58.0% |
| 1Y | +60.5% | -14.2% | +74.7% | +68.0% |
| 3Y | +93.3% | +15.6% | +77.6% | +77.2% |
| 5Y | +219.0% | +26.2% | +192.7% | +176.9% |
| All | +669.9% | +138.2% | +531.6% | +393.1% |
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