+604.1%
GD vs MUB
+76.3%
+527.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.3% | -0.9% | -4.4% | -4.9% |
| 30D | -6.4% | -1.4% | -5.0% | -5.9% |
| 3M | +5.7% | -2.2% | +7.9% | +6.7% |
| 6M | -0.9% | -1.9% | +0.9% | -0.2% |
| YTD | +8.2% | -0.8% | +8.9% | +8.5% |
| 1Y | +13.4% | +2.7% | +10.7% | +12.2% |
| 3Y | +68.5% | +8.6% | +59.9% | +62.6% |
| 5Y | +97.2% | +2.0% | +95.1% | +95.2% |
| 10Y | +190.2% | +17.9% | +172.3% | +179.0% |
| All | +604.1% | +76.3% | +527.8% | +497.6% |
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 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