-36.7%
GIS vs MULL
+2,620.5%
-2,657.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.4% | -7.0% | -1.3% |
| 7D | -8.6% | +14.8% | -23.4% | -7.9% |
| 30D | -0.5% | +36.6% | -37.0% | +1.4% |
| 3M | +11.9% | -8.9% | +20.8% | +13.9% |
| 6M | -11.6% | +311.9% | -323.5% | -3.3% |
| YTD | -16.3% | +579.8% | -596.2% | -6.3% |
| 1Y | -21.8% | +2,421.5% | -2,443.3% | -8.5% |
| All | -36.7% | +2,620.5% | -2,657.2% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling