+7.0%
GD vs MULL
+251.4%
-244.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.5% |
| 7D | -1.9% | -32.2% | +30.3% | -2.3% |
| 30D | +10.9% | -55.4% | +66.3% | +9.9% |
| 3M | -6.8% | -41.3% | +34.5% | -7.3% |
| 6M | +7.0% | -44.9% | +51.9% | +5.5% |
| YTD | +11.1% | +192.4% | -181.3% | +5.6% |
| 1Y | +7.0% | +239.4% | -232.4% | +1.2% |
| All | +7.0% | +251.4% | -244.4% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling