+3,327.9%
MLM vs GPC
+1,336.1%
+1,991.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.6% | +1.4% |
| 7D | +9.1% | +4.1% | +5.0% | +6.6% |
| 30D | +14.6% | +0.1% | +14.5% | +14.3% |
| 3M | +0.3% | -3.9% | +4.2% | +2.2% |
| 6M | -7.5% | +24.4% | -31.9% | -19.5% |
| YTD | -10.2% | +5.7% | -15.9% | -15.5% |
| 1Y | -10.5% | +6.8% | -17.2% | -16.4% |
| 3Y | +27.8% | +3.8% | +24.1% | +15.5% |
| 5Y | +38.9% | +9.2% | +29.7% | +19.5% |
| 10Y | +211.4% | +93.8% | +117.7% | +77.2% |
| All | +3,327.9% | +1,336.1% | +1,991.8% | +639.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling