-40.3%
GIS vs MULL
+1,230.7%
-1,271.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.2% | +7.6% | +2.1% |
| 7D | -3.4% | +24.5% | -27.9% | -1.9% |
| 30D | +6.9% | -35.5% | +42.4% | +5.5% |
| 3M | -10.1% | -44.8% | +34.7% | -11.5% |
| 6M | +5.9% | -45.5% | +51.3% | +6.7% |
| YTD | -21.1% | +232.5% | -253.6% | -13.8% |
| 1Y | -22.5% | +343.3% | -365.7% | -14.1% |
| All | -40.3% | +1,230.7% | -1,271.0% | -31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling