+16.0%
GS vs MULL
+322.2%
-306.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.2% | +5.5% | +0.7% |
| 7D | +5.9% | +24.5% | -18.7% | +3.9% |
| 30D | +4.3% | -35.5% | +39.8% | +6.5% |
| 3M | -11.7% | -44.8% | +33.1% | -9.4% |
| 6M | -3.2% | -45.5% | +42.3% | -4.4% |
| YTD | +5.8% | +232.5% | -226.7% | -10.8% |
| 1Y | +16.0% | +343.3% | -327.2% | -4.8% |
| All | +16.0% | +322.2% | -306.1% | -4.8% |
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 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