-10.5%
MLM vs GPC
+6.5%
-16.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.6% | +1.7% |
| 7D | +9.1% | +4.1% | +5.0% | +7.6% |
| 30D | +14.6% | +0.1% | +14.5% | +14.4% |
| 3M | +0.3% | -3.9% | +4.2% | +1.5% |
| 6M | -7.5% | +24.4% | -31.9% | -14.4% |
| YTD | -10.2% | +5.7% | -15.9% | -18.2% |
| 1Y | -10.5% | +6.8% | -17.2% | -18.3% |
| All | -10.5% | +6.5% | -16.9% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling