+15.9%
GS vs MULL
+260.4%
-244.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +12.3% | -7.7% | +3.7% |
| 7D | +0.8% | -27.1% | +27.9% | +2.6% |
| 30D | +1.2% | -54.2% | +55.4% | +6.1% |
| 3M | -12.4% | -42.0% | +29.6% | -10.3% |
| 6M | -2.3% | -43.5% | +41.2% | -3.7% |
| YTD | +4.6% | +199.9% | -195.3% | -11.3% |
| All | +15.9% | +260.4% | -244.5% | -3.3% |
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 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