I also like GMP, and find the paper kind of surprising. I checked the endpoints stuff a bit and it seems like it can explain a small effect but not a huge one. My best guess is that going from equities to GMP is worth like +1-2% risk-free returns.
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I also like GMP, and find the paper kind of surprising. I checked the endpoints stuff a bit and it seems like it can explain a small effect but not a huge one. My best guess is that going from equities to GMP is worth like +1-2% risk-free returns.