-14.3%
MLM vs GPC
+2.6%
-17.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.3% |
| 7D | -4.1% | +1.6% | -5.7% | -4.6% |
| 30D | +8.2% | -2.1% | +10.3% | +8.9% |
| 3M | -3.6% | -6.8% | +3.2% | -1.2% |
| 6M | -15.6% | +18.6% | -34.2% | -20.7% |
| YTD | -16.4% | +2.7% | -19.1% | -23.5% |
| 1Y | -14.3% | +1.8% | -16.1% | -21.3% |
| All | -14.3% | +2.6% | -17.0% | -21.3% |
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