+434.9%
GH vs MULL
+2,366.2%
-1,931.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.3% | +7.0% | -1.4% |
| 7D | -1.2% | +3.6% | -4.9% | -1.7% |
| 30D | -3.7% | +22.0% | -25.7% | -5.9% |
| 3M | +21.7% | -8.6% | +30.3% | +15.9% |
| 6M | +75.7% | +248.5% | -172.8% | +33.3% |
| YTD | +55.7% | +516.3% | -460.6% | +4.9% |
| 1Y | +181.1% | +2,036.6% | -1,855.5% | +43.0% |
| All | +434.9% | +2,366.2% | -1,931.2% | +134.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling