+2,421.5%
MULL vs GPC
+0.6%
+2,421.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.5% | +5.7% |
| 7D | +14.8% | -0.6% | +15.4% | +14.4% |
| 30D | +36.6% | +1.3% | +35.3% | +37.4% |
| 3M | -8.9% | +37.1% | -46.0% | -6.2% |
| 6M | +311.9% | +23.2% | +288.7% | +328.3% |
| YTD | +579.8% | +13.1% | +566.8% | +635.0% |
| 1Y | +2,421.5% | +0.9% | +2,420.7% | +2,950.4% |
| All | +2,421.5% | +0.6% | +2,421.0% | +2,950.4% |
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