-38.8%
GIS vs MULL
+2,337.2%
-2,376.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.4% |
| 7D | -6.4% | -8.4% | +2.1% | -6.8% |
| 30D | -6.1% | +9.7% | -15.8% | -5.4% |
| 3M | +7.8% | -26.8% | +34.6% | +8.6% |
| 6M | -8.8% | +220.7% | -229.5% | -1.3% |
| YTD | -19.1% | +509.0% | -528.2% | -9.9% |
| 1Y | -24.8% | +1,739.5% | -1,764.3% | -13.0% |
| All | -38.8% | +2,337.2% | -2,376.0% | -28.3% |
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