+52.0%
GS vs MULL
+968.6%
-916.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.1% | -9.5% | -1.3% |
| 7D | -3.2% | -42.7% | +39.5% | +1.3% |
| 30D | -2.4% | -63.8% | +61.3% | +6.3% |
| 3M | -15.7% | -49.0% | +33.3% | -12.0% |
| 6M | -6.8% | -38.2% | +31.4% | -10.9% |
| YTD | -0.1% | +167.0% | -167.1% | -23.3% |
| 1Y | +12.1% | +247.7% | -235.6% | -18.3% |
| All | +52.0% | +968.6% | -916.5% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling