+59.8%
GS vs MULL
+1,070.1%
-1,010.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.7% |
| 7D | +1.6% | -32.2% | +33.8% | +4.6% |
| 30D | +1.7% | -55.4% | +57.0% | +8.5% |
| 3M | -11.6% | -41.3% | +29.7% | -8.9% |
| 6M | -1.9% | -44.9% | +43.0% | -4.5% |
| YTD | +5.1% | +192.4% | -187.3% | -20.1% |
| 1Y | +16.4% | +239.4% | -223.0% | -14.5% |
| All | +59.8% | +1,070.1% | -1,010.2% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling