-5.4%
GLXY vs MULL
+2,529.3%
-2,534.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.4% | -12.4% | -8.4% |
| 7D | +4.5% | +14.8% | -10.2% | +0.4% |
| 30D | +28.8% | +36.6% | -7.7% | +18.0% |
| 3M | -23.0% | -8.9% | -14.2% | -28.7% |
| 6M | +17.0% | +311.9% | -294.9% | -32.0% |
| YTD | +12.5% | +579.8% | -567.4% | -44.6% |
| 1Y | -5.4% | +2,421.5% | -2,426.9% | -70.1% |
| All | -5.4% | +2,529.3% | -2,534.7% | -70.1% |
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 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