+140.5%
MLM vs GFI
+1,289.3%
-1,148.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.7% | +3.4% | -1.0% |
| 7D | -2.0% | -5.4% | +3.4% | -1.7% |
| 30D | +9.5% | -1.5% | +11.1% | +9.5% |
| 3M | -4.7% | -10.2% | +5.4% | -4.4% |
| 6M | -10.7% | -19.3% | +8.5% | -10.0% |
| YTD | -16.6% | -13.7% | -2.8% | -16.5% |
| 1Y | -15.4% | -12.1% | -3.2% | -15.4% |
| 3Y | +15.9% | +208.4% | -192.4% | +7.2% |
| 5Y | +27.1% | +301.4% | -274.3% | +14.4% |
| All | +140.5% | +1,289.3% | -1,148.8% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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