+367.4%
MULL vs GPC
-1.1%
+368.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.6% |
| 7D | +43.3% | -1.3% | +44.6% | +42.4% |
| 30D | -37.4% | -6.0% | -31.4% | -38.7% |
| 3M | -36.8% | -7.6% | -29.2% | -38.3% |
| 6M | -36.9% | +24.2% | -61.1% | -37.0% |
| YTD | +250.7% | +2.7% | +247.9% | +263.3% |
| All | +367.4% | -1.1% | +368.5% | +388.1% |
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