-36.4%
GLXY vs MULL
+1,915.2%
-1,951.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +12.3% | -6.1% | +2.8% |
| 7D | -0.5% | -27.1% | +26.6% | +7.0% |
| 30D | -28.6% | -54.2% | +25.6% | -12.9% |
| 3M | -28.1% | -42.0% | +13.9% | -18.2% |
| 6M | -52.0% | -43.5% | -8.5% | -50.7% |
| YTD | -35.1% | +199.9% | -235.0% | -57.8% |
| 1Y | -54.0% | +292.8% | -346.9% | -72.4% |
| All | -36.4% | +1,915.2% | -1,951.6% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling