+23.0%
GSK vs MULL
+2,040.8%
-2,017.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.3% | +8.3% | -1.2% |
| 7D | -5.4% | +3.6% | -9.0% | -5.3% |
| 30D | -4.6% | +22.0% | -26.6% | -4.3% |
| 3M | -5.1% | -8.6% | +3.5% | -4.8% |
| 6M | -11.4% | +248.5% | -259.9% | -11.9% |
| YTD | +0.7% | +516.3% | -515.6% | -1.5% |
| 1Y | +23.0% | +2,036.6% | -2,013.6% | +6.2% |
| All | +23.0% | +2,040.8% | -2,017.7% | +6.2% |
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