+2,802.6%
MULL vs GTLB
+14.4%
+2,788.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.1% | +10.8% | +11.9% |
| 7D | +17.3% | +11.1% | +6.3% | +17.9% |
| 30D | +23.5% | +37.8% | -14.3% | +25.3% |
| 3M | -24.0% | +61.6% | -85.6% | -22.1% |
| 6M | +276.7% | +98.9% | +177.8% | +280.2% |
| YTD | +565.1% | +32.8% | +532.3% | +706.5% |
| 1Y | +2,802.6% | +14.7% | +2,787.9% | +4,191.8% |
| All | +2,802.6% | +14.4% | +2,788.2% | +4,191.8% |
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