+22.3%
GD vs MULL
+1,351.1%
-1,328.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +24.0% | -24.1% | -0.2% |
| 7D | +0.6% | -2.5% | +3.2% | +0.6% |
| 30D | +9.5% | -40.1% | +49.5% | +9.6% |
| 3M | -5.8% | -28.2% | +22.4% | -6.0% |
| 6M | +7.7% | -39.6% | +47.3% | +6.0% |
| YTD | +11.1% | +262.6% | -251.6% | +1.8% |
| 1Y | +6.1% | +366.2% | -360.1% | -4.0% |
| All | +22.3% | +1,351.1% | -1,328.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling