+188.5%
GD vs MUB
+20.5%
+168.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -5.0% | +0.7% | -5.7% | -5.6% |
| 30D | +8.9% | +4.4% | +4.6% | +4.9% |
| 3M | -8.0% | -0.4% | -7.6% | -7.7% |
| 6M | +2.9% | -0.9% | +3.8% | +3.7% |
| YTD | +7.1% | +0.1% | +7.0% | +6.9% |
| 1Y | +5.9% | +0.5% | +5.4% | +5.4% |
| 3Y | +53.9% | +11.7% | +42.2% | +38.0% |
| 5Y | +95.4% | +3.2% | +92.3% | +91.1% |
| All | +188.5% | +20.5% | +168.1% | +194.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 10y: compounded portfolio wealth divided by compounded MUB 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…
10y analysis · Full analysis span regression · 6 months rolling