+2,330.7%
MULL vs GFI
+249.7%
+2,081.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.5% | -7.7% |
| 7D | +3.6% | -5.1% | +8.8% | +6.8% |
| 30D | +22.0% | +13.4% | +8.6% | +13.0% |
| 3M | -8.6% | +36.2% | -44.9% | -24.3% |
| 6M | +248.5% | -9.8% | +258.3% | +256.9% |
| YTD | +516.3% | +7.7% | +508.6% | +483.8% |
| 1Y | +2,036.6% | +27.2% | +2,009.4% | +1,828.5% |
| All | +2,330.7% | +249.7% | +2,081.0% | +996.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling