-23.6%
GPN vs MULL
+2,620.5%
-2,644.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.4% | -8.1% | -2.9% |
| 7D | -6.2% | +14.8% | -21.0% | -6.7% |
| 30D | +1.0% | +36.6% | -35.5% | -0.2% |
| 3M | +36.9% | -8.9% | +45.8% | +34.3% |
| 6M | +16.8% | +311.9% | -295.2% | +1.0% |
| YTD | +13.2% | +579.8% | -566.6% | -7.5% |
| 1Y | +1.4% | +2,421.5% | -2,420.1% | -30.3% |
| All | -23.6% | +2,620.5% | -2,644.1% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling