-51.6%
GLXY vs MULL
-37.8%
-13.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.3% | -1.6% | -3.9% |
| 7D | +16.9% | +43.3% | -26.3% | +3.9% |
| 30D | -23.0% | -37.4% | +14.5% | -12.3% |
| 3M | -28.0% | -36.8% | +8.9% | -19.3% |
| 6M | -51.6% | -36.9% | -14.8% | -54.3% |
| All | -51.6% | -37.8% | -13.8% | -54.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling