+2,444.0%
MULL vs GTLB
-21.1%
+2,465.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.4% | +2.4% | -0.9% |
| 7D | +14.0% | +4.6% | +9.4% | +12.0% |
| 30D | +24.8% | +21.0% | +3.8% | +14.7% |
| 3M | -16.1% | +51.7% | -67.8% | -32.5% |
| 6M | +330.9% | +89.3% | +241.6% | +192.3% |
| YTD | +545.0% | +25.6% | +519.4% | +470.6% |
| 1Y | +2,427.1% | -1.5% | +2,428.7% | +2,682.3% |
| All | +2,444.0% | -21.1% | +2,465.0% | +2,994.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling