+627.7%
GEV vs MUB
+4.1%
+623.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | +3.2% | -0.7% | +3.9% | +3.4% |
| 30D | -4.0% | -2.0% | -2.0% | -3.4% |
| 3M | +3.4% | -2.5% | +5.9% | +4.3% |
| 6M | +14.7% | -2.3% | +17.0% | +15.3% |
| YTD | +45.8% | -1.3% | +47.1% | +47.3% |
| 1Y | +57.4% | +1.1% | +56.3% | +60.4% |
| All | +627.7% | +4.1% | +623.5% | +607.6% |
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 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