+3.1%
GLDM vs MULL
+444.9%
-441.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -13.8% | +17.4% | +4.3% |
| 7D | -0.3% | -35.9% | +35.6% | +1.7% |
| 30D | -1.9% | -47.3% | +45.5% | +0.7% |
| 3M | -0.4% | -30.6% | +30.2% | +0.7% |
| 6M | -10.1% | +13.7% | -23.8% | -14.1% |
| YTD | -5.8% | +272.1% | -278.0% | -14.2% |
| 1Y | +3.1% | +475.1% | -472.0% | -7.5% |
| All | +3.1% | +444.9% | -441.8% | -7.5% |
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