-55.2%
GLXY vs MULL
+444.9%
-500.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -13.8% | -3.2% | -13.1% |
| 7D | -26.8% | -35.9% | +9.1% | -16.7% |
| 30D | -38.3% | -47.3% | +9.0% | -26.3% |
| 3M | -36.9% | -30.6% | -6.3% | -30.4% |
| 6M | -52.1% | +13.7% | -65.8% | -58.2% |
| YTD | -37.5% | +272.1% | -309.6% | -60.6% |
| 1Y | -55.2% | +475.1% | -530.2% | -74.2% |
| All | -55.2% | +444.9% | -500.0% | -74.2% |
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