+7.6%
GFS vs MULL
+2,561.4%
-2,553.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.8% | -10.3% | -0.8% |
| 7D | +1.0% | +17.3% | -16.3% | -2.4% |
| 30D | -8.6% | +23.5% | -32.1% | -13.0% |
| 3M | -46.5% | -24.0% | -22.6% | -47.2% |
| 6M | -4.8% | +276.7% | -281.6% | -34.1% |
| YTD | +29.7% | +565.1% | -535.4% | -21.1% |
| 1Y | +35.8% | +2,802.6% | -2,766.8% | -41.0% |
| All | +7.6% | +2,561.4% | -2,553.8% | -59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling