+201.3%
GEV vs MULL
+2,481.0%
-2,279.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.0% | +6.1% | +3.7% |
| 7D | +8.1% | +14.0% | -5.9% | +5.4% |
| 30D | -1.9% | +24.8% | -26.7% | -6.5% |
| 3M | +4.1% | -16.1% | +20.2% | +0.7% |
| 6M | +23.2% | +330.9% | -307.7% | -21.2% |
| YTD | +48.9% | +545.0% | -496.1% | -16.4% |
| 1Y | +62.2% | +2,427.1% | -2,364.9% | -37.3% |
| All | +201.3% | +2,481.0% | -2,279.7% | -3.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling