+56.1%
GLDM vs MULL
+968.6%
-912.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.1% | -9.9% | -1.1% |
| 7D | +4.7% | -42.7% | +47.4% | +6.3% |
| 30D | -0.9% | -63.8% | +62.9% | +2.1% |
| 3M | -4.3% | -49.0% | +44.7% | -2.8% |
| 6M | -13.4% | -38.2% | +24.8% | -14.2% |
| YTD | -5.8% | +167.0% | -172.8% | -10.6% |
| 1Y | +2.1% | +247.7% | -245.7% | -3.8% |
| All | +56.1% | +968.6% | -912.5% | +44.8% |
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