+475.1%
MULL vs GFI
+6.9%
+468.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +6.3% | -20.1% | -18.5% |
| 7D | -35.9% | +1.4% | -37.3% | -37.2% |
| 30D | -47.3% | +3.0% | -50.3% | -49.1% |
| 3M | -30.6% | +10.2% | -40.8% | -38.7% |
| 6M | +13.7% | -10.1% | +23.8% | +19.5% |
| YTD | +272.1% | -11.4% | +283.5% | +253.0% |
| 1Y | +475.1% | +8.4% | +466.7% | +278.2% |
| All | +475.1% | +6.9% | +468.1% | +278.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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