+22.3%
GD vs MULL
+1,070.1%
-1,047.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.5% |
| 7D | -1.9% | -32.2% | +30.3% | -1.7% |
| 30D | +10.9% | -55.4% | +66.3% | +11.4% |
| 3M | -6.8% | -41.3% | +34.5% | -6.7% |
| 6M | +7.0% | -44.9% | +51.9% | +5.2% |
| YTD | +11.1% | +192.4% | -181.3% | +2.1% |
| 1Y | +7.0% | +239.4% | -232.4% | -2.6% |
| All | +22.3% | +1,070.1% | -1,047.7% | -1.0% |
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