+475.1%
MULL vs GTLB
+6.1%
+469.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | 0.0% | -13.8% | -13.8% |
| 7D | -35.9% | -9.7% | -26.2% | -36.7% |
| 30D | -47.3% | +1.7% | -49.0% | -46.9% |
| 3M | -30.6% | +43.6% | -74.1% | -24.7% |
| 6M | +13.7% | +113.0% | -99.3% | +32.4% |
| YTD | +272.1% | +39.5% | +232.6% | +392.6% |
| 1Y | +475.1% | +12.6% | +462.4% | +734.9% |
| All | +475.1% | +6.1% | +469.0% | +734.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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