+54.8%
GLDM vs MULL
+1,070.1%
-1,015.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -2.6% |
| 7D | +2.9% | -32.2% | +35.1% | +3.9% |
| 30D | -3.9% | -55.4% | +51.5% | -1.7% |
| 3M | -8.1% | -41.3% | +33.1% | -7.1% |
| 6M | -14.7% | -44.9% | +30.2% | -15.1% |
| YTD | -6.6% | +192.4% | -199.0% | -11.6% |
| 1Y | -2.1% | +239.4% | -241.5% | -7.8% |
| All | +54.8% | +1,070.1% | -1,015.3% | +43.1% |
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