+5.9%
GD vs MULL
+248.8%
-242.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.1% | -9.8% | -0.5% |
| 7D | -5.0% | -42.7% | +37.7% | -5.5% |
| 30D | +8.9% | -63.8% | +72.7% | +7.7% |
| 3M | -8.0% | -49.0% | +41.0% | -8.7% |
| 6M | +2.9% | -38.2% | +41.1% | +1.1% |
| YTD | +7.1% | +167.0% | -160.0% | +1.5% |
| 1Y | +5.9% | +247.7% | -241.8% | 0.0% |
| All | +5.9% | +248.8% | -242.9% | 0.0% |
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 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