-18.0%
GIS vs MULL
+3,061.6%
-3,079.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +11.8% | -14.3% | -1.7% |
| 7D | -7.8% | +17.3% | -25.2% | -6.8% |
| 30D | +6.6% | +23.5% | -16.9% | +8.3% |
| 3M | +21.0% | -24.0% | +45.0% | +22.7% |
| 6M | -9.1% | +276.7% | -285.8% | +1.2% |
| YTD | -13.6% | +565.1% | -578.7% | -0.4% |
| 1Y | -18.0% | +2,802.6% | -2,820.6% | -6.7% |
| All | -18.0% | +3,061.6% | -3,079.6% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling