+52.4%
GEV vs MULL
+444.9%
-392.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -13.8% | +4.5% | -7.0% |
| 7D | -5.1% | -35.9% | +30.8% | +1.6% |
| 30D | -15.8% | -47.3% | +31.5% | -7.6% |
| 3M | -18.2% | -30.6% | +12.4% | -14.8% |
| 6M | -22.4% | +13.7% | -36.1% | -31.4% |
| YTD | +27.7% | +272.1% | -244.4% | -15.8% |
| 1Y | +52.4% | +475.1% | -422.7% | -9.9% |
| All | +52.4% | +444.9% | -392.5% | -9.9% |
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