+475.1%
MULL vs GAP
+10.4%
+464.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +8.0% | -21.8% | -14.8% |
| 7D | -35.9% | +8.0% | -43.9% | -36.6% |
| 30D | -47.3% | +2.7% | -50.0% | -47.4% |
| 3M | -30.6% | +16.0% | -46.6% | -32.7% |
| 6M | +13.7% | +2.0% | +11.7% | +12.5% |
| YTD | +272.1% | -4.4% | +276.5% | +279.0% |
| 1Y | +475.1% | +9.2% | +465.9% | +398.3% |
| All | +475.1% | +10.4% | +464.6% | +398.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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