+60.4%
GS vs MULL
+1,303.2%
-1,242.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.1% |
| 7D | +5.1% | +43.3% | -38.1% | +1.2% |
| 30D | +2.4% | -37.4% | +39.9% | +5.6% |
| 3M | -11.5% | -36.8% | +25.4% | -9.6% |
| 6M | -2.5% | -36.9% | +34.3% | -6.4% |
| YTD | +5.5% | +250.7% | -245.2% | -21.4% |
| 1Y | +11.0% | +337.6% | -326.6% | -20.8% |
| All | +60.4% | +1,303.2% | -1,242.8% | -17.8% |
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