+410.3%
GH vs MULL
+1,230.7%
-820.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.2% | +3.1% | -1.5% |
| 7D | +0.6% | +24.5% | -24.0% | -2.0% |
| 30D | -6.9% | -35.5% | +28.6% | -4.0% |
| 3M | -4.9% | -44.8% | +39.9% | -1.2% |
| 6M | +54.1% | -45.5% | +99.5% | +47.8% |
| YTD | +48.5% | +232.5% | -184.0% | +4.5% |
| 1Y | +61.2% | +343.3% | -282.1% | +5.9% |
| All | +410.3% | +1,230.7% | -820.4% | +133.4% |
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