+601.5%
GD vs MUB
+77.6%
+523.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.8% | -2.5% |
| 7D | -3.9% | +0.9% | -4.8% | -4.3% |
| 30D | +8.1% | +3.8% | +4.3% | +6.4% |
| 3M | -6.8% | -0.7% | -6.1% | -6.5% |
| 6M | +3.0% | -0.8% | +3.8% | +3.3% |
| YTD | +7.8% | 0.0% | +7.8% | +7.8% |
| 1Y | +5.8% | +0.6% | +5.2% | +5.5% |
| 3Y | +55.3% | +11.4% | +44.0% | +48.3% |
| 5Y | +96.7% | +3.1% | +93.6% | +93.9% |
| 10Y | +195.4% | +20.2% | +175.2% | +182.9% |
| All | +601.5% | +77.6% | +523.9% | +493.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling