+429.4%
GH vs MULL
+2,337.2%
-1,907.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.9% |
| 7D | -2.5% | -8.4% | +5.9% | -1.7% |
| 30D | -4.7% | +9.7% | -14.4% | -5.9% |
| 3M | +20.2% | -26.8% | +47.0% | +17.9% |
| 6M | +78.8% | +220.7% | -141.9% | +37.2% |
| YTD | +54.1% | +509.0% | -455.0% | +3.9% |
| 1Y | +177.1% | +1,739.5% | -1,562.4% | +45.5% |
| All | +429.4% | +2,337.2% | -1,907.8% | +132.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling