+18.6%
GLXY vs MULL
+4,233.8%
-4,215.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.0% | +5.8% | +3.5% |
| 7D | +15.5% | +14.0% | +1.5% | +11.5% |
| 30D | +34.1% | +24.8% | +9.3% | +26.2% |
| 3M | -11.3% | -16.1% | +4.8% | -15.6% |
| 6M | +31.6% | +330.9% | -299.3% | -20.8% |
| YTD | +21.0% | +545.0% | -524.0% | -34.9% |
| 1Y | +11.7% | +2,427.1% | -2,415.4% | -55.3% |
| All | +18.6% | +4,233.8% | -4,215.2% | -58.8% |
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