+20.6%
GD vs MULL
+1,100.2%
-1,079.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +12.3% | -10.1% | +2.2% |
| 7D | -3.0% | -27.1% | +24.1% | -2.9% |
| 30D | +9.3% | -54.2% | +63.5% | +9.7% |
| 3M | -7.2% | -42.0% | +34.8% | -7.2% |
| 6M | +5.5% | -43.5% | +48.9% | +3.6% |
| YTD | +9.5% | +199.9% | -190.4% | +0.6% |
| 1Y | +6.4% | +292.8% | -286.4% | -3.7% |
| All | +20.6% | +1,100.2% | -1,079.6% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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