+59.8%
GD vs MUB
+10.9%
+49.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.2% |
| 7D | -3.0% | +1.0% | -4.1% | -3.5% |
| 30D | +9.3% | +3.9% | +5.4% | +7.6% |
| 3M | -7.2% | -0.4% | -6.8% | -7.2% |
| 6M | +5.5% | -0.6% | +6.0% | +5.5% |
| YTD | +9.5% | +0.4% | +9.1% | +9.1% |
| 1Y | +6.4% | +0.8% | +5.6% | +5.9% |
| 3Y | +59.8% | +11.3% | +48.5% | +55.2% |
| All | +59.8% | +10.9% | +49.0% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling