+19.7%
GS vs MULL
+444.9%
-425.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -13.8% | +17.3% | +4.5% |
| 7D | +0.3% | -35.9% | +36.2% | +3.3% |
| 30D | +3.9% | -47.3% | +51.2% | +8.1% |
| 3M | -11.4% | -30.6% | +19.1% | -10.1% |
| 6M | +3.7% | +13.7% | -10.0% | -2.5% |
| YTD | +7.1% | +272.1% | -265.0% | -9.6% |
| 1Y | +19.7% | +475.1% | -455.4% | -2.5% |
| All | +19.7% | +444.9% | -425.2% | -2.5% |
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 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