+57.7%
GEV vs MULL
+3,061.6%
-3,003.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.8% | -11.8% | -1.8% |
| 7D | +3.3% | +17.3% | -14.0% | +0.6% |
| 30D | -7.5% | +23.5% | -31.0% | -10.9% |
| 3M | -2.2% | -24.0% | +21.8% | -3.8% |
| 6M | +12.1% | +276.7% | -264.6% | -18.2% |
| YTD | +44.4% | +565.1% | -520.7% | -6.8% |
| 1Y | +57.7% | +2,802.6% | -2,744.9% | -3.8% |
| All | +57.7% | +3,061.6% | -3,003.9% | -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 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