+174.0%
GD vs MUB
+21.7%
+152.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.9% |
| 7D | -1.9% | +0.6% | -2.5% | -2.5% |
| 30D | +10.9% | +3.4% | +7.5% | +7.5% |
| 3M | -6.8% | -0.7% | -6.1% | -6.2% |
| 6M | +7.0% | -1.0% | +8.0% | +7.9% |
| YTD | +11.1% | 0.0% | +11.1% | +11.1% |
| 1Y | +7.0% | +0.4% | +6.7% | +6.6% |
| 3Y | +59.9% | +10.5% | +49.4% | +44.5% |
| 5Y | +102.5% | +3.1% | +99.4% | +98.0% |
| 10Y | +174.0% | +22.0% | +152.0% | +175.9% |
| All | +174.0% | +21.7% | +152.4% | +175.9% |
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