+2,802.6%
MULL vs GPC
+0.2%
+2,802.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.3% | +11.5% | +11.9% |
| 7D | +17.3% | +0.4% | +16.9% | +17.5% |
| 30D | +23.5% | +5.1% | +18.4% | +26.2% |
| 3M | -24.0% | +41.5% | -65.5% | -21.2% |
| 6M | +276.7% | +21.8% | +254.9% | +296.7% |
| YTD | +565.1% | +14.6% | +550.5% | +627.9% |
| 1Y | +2,802.6% | +1.3% | +2,801.3% | +3,439.1% |
| All | +2,802.6% | +0.2% | +2,802.4% | +3,439.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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