-4.6%
GS vs MULL
-32.9%
+28.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -34.2% | +27.9% | -3.7% |
| 7D | -6.3% | -53.1% | +46.7% | -1.4% |
| 30D | -3.1% | -64.1% | +60.9% | +3.6% |
| 3M | -17.7% | -54.6% | +36.9% | -14.0% |
| 6M | -4.6% | -38.7% | +34.1% | -4.5% |
| All | -4.6% | -32.9% | +28.3% | -4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling