+18.7%
GD vs MULL
+879.3%
-860.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -34.2% | +31.9% | -2.1% |
| 7D | -3.9% | -53.1% | +49.2% | -3.5% |
| 30D | +8.1% | -64.1% | +72.2% | +8.7% |
| 3M | -6.8% | -54.6% | +47.8% | -6.6% |
| 6M | +3.0% | -38.7% | +41.7% | +0.5% |
| YTD | +7.8% | +144.7% | -137.0% | -0.9% |
| 1Y | +5.8% | +220.3% | -214.5% | -4.1% |
| All | +18.7% | +879.3% | -860.7% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling