+2,444.0%
MULL vs GPC
+17.5%
+2,426.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.8% |
| 7D | +14.0% | +0.2% | +13.8% | +14.0% |
| 30D | +24.8% | -0.4% | +25.2% | +24.9% |
| 3M | -16.1% | +39.2% | -55.3% | -26.6% |
| 6M | +330.9% | +18.2% | +312.7% | +305.8% |
| YTD | +545.0% | +12.1% | +532.9% | +507.8% |
| 1Y | +2,427.1% | -0.7% | +2,427.8% | +2,542.3% |
| All | +2,444.0% | +17.5% | +2,426.5% | +1,801.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling