+7.6%
GD vs MUB
-0.2%
+7.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +2.7% | -1.3% | +3.9% | +3.4% |
| 30D | +8.6% | +2.2% | +6.4% | +6.9% |
| 3M | -7.1% | -1.6% | -5.4% | -6.5% |
| 6M | +7.5% | -1.3% | +8.7% | +7.9% |
| YTD | +9.9% | -0.7% | +10.6% | +7.2% |
| 1Y | +7.6% | -0.2% | +7.7% | +3.6% |
| All | +7.6% | -0.2% | +7.8% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling