+3.0%
GD vs MULL
-32.9%
+35.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -34.2% | +31.9% | -3.1% |
| 7D | -3.9% | -53.1% | +49.2% | -5.5% |
| 30D | +8.1% | -64.1% | +72.2% | +5.6% |
| 3M | -6.8% | -54.6% | +47.8% | -8.2% |
| 6M | +3.0% | -38.7% | +41.7% | +2.0% |
| All | +3.0% | -32.9% | +35.9% | +2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling