-7.9%
GFS vs MULL
+968.6%
-976.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +9.1% | -2.9% | +4.3% |
| 7D | -7.8% | -42.7% | +34.9% | +1.9% |
| 30D | -19.7% | -63.8% | +44.1% | -3.4% |
| 3M | -23.1% | -49.0% | +25.9% | -14.7% |
| 6M | -46.4% | -38.2% | -8.2% | -47.0% |
| YTD | +11.0% | +167.0% | -156.0% | -20.8% |
| 1Y | +12.6% | +247.7% | -235.1% | -25.2% |
| All | -7.9% | +968.6% | -976.4% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling