+17.7%
GFS vs MULL
+444.9%
-427.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -13.8% | +7.8% | -3.1% |
| 7D | -12.5% | -35.9% | +23.4% | -4.3% |
| 30D | -16.9% | -47.3% | +30.4% | -6.3% |
| 3M | -22.3% | -30.6% | +8.3% | -18.1% |
| 6M | -40.2% | +13.7% | -53.9% | -45.9% |
| YTD | +16.0% | +272.1% | -256.1% | -17.7% |
| 1Y | +17.7% | +475.1% | -457.4% | -22.2% |
| All | +17.7% | +444.9% | -427.2% | -22.2% |
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 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