+8.3%
GWW vs MULL
+2,481.0%
-2,472.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.4% | -2.6% |
| 7D | -1.5% | +14.0% | -15.5% | -1.8% |
| 30D | +1.1% | +24.8% | -23.7% | +0.5% |
| 3M | -1.0% | -16.1% | +15.1% | -1.5% |
| 6M | +16.3% | +330.9% | -314.6% | +7.7% |
| YTD | +28.5% | +545.0% | -516.5% | +15.8% |
| 1Y | +30.3% | +2,427.1% | -2,396.9% | +7.8% |
| All | +8.3% | +2,481.0% | -2,472.8% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling