+147.3%
GLW vs MULL
+1,100.2%
-952.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +12.3% | -3.1% | +6.4% |
| 7D | -5.9% | -27.1% | +21.2% | 0.0% |
| 30D | -26.0% | -54.2% | +28.2% | -13.5% |
| 3M | -29.9% | -42.0% | +12.1% | -22.8% |
| 6M | -37.8% | -43.5% | +5.7% | -33.8% |
| YTD | +33.1% | +199.9% | -166.8% | +1.9% |
| 1Y | +36.8% | +292.8% | -256.0% | -1.3% |
| All | +147.3% | +1,100.2% | -952.9% | +31.0% |
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