+1,330.3%
MULL vs GPC
+8.4%
+1,321.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | -0.8% | +24.8% | +24.0% |
| 7D | -2.5% | -2.1% | -0.5% | -2.5% |
| 30D | -40.1% | -4.5% | -35.5% | -39.9% |
| 3M | -28.2% | -7.7% | -20.5% | -27.7% |
| 6M | -39.6% | +24.3% | -63.9% | -46.1% |
| YTD | +262.6% | +3.5% | +259.2% | +243.9% |
| 1Y | +366.2% | +0.7% | +365.4% | +351.0% |
| All | +1,330.3% | +8.4% | +1,321.9% | +975.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling