-47.2%
GLXY vs MULL
+322.2%
-369.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.2% | -0.1% | -3.8% |
| 7D | +5.3% | +24.5% | -19.3% | -1.2% |
| 30D | -19.8% | -35.5% | +15.7% | -10.4% |
| 3M | -31.4% | -44.8% | +13.4% | -21.1% |
| 6M | -53.3% | -45.5% | -7.9% | -51.8% |
| YTD | -35.7% | +232.5% | -268.2% | -58.3% |
| 1Y | -47.2% | +343.3% | -390.5% | -68.0% |
| All | -47.2% | +322.2% | -369.4% | -68.0% |
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 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