-10.3%
GFS vs MUB
+3.0%
-13.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.3% |
| 7D | +7.4% | -1.3% | +8.6% | +9.0% |
| 30D | -15.3% | +2.2% | -17.4% | -17.7% |
| 3M | -21.1% | -1.6% | -19.5% | -19.3% |
| 6M | -44.5% | -1.3% | -43.2% | -43.4% |
| YTD | +19.2% | -0.7% | +19.9% | +20.8% |
| 1Y | +27.2% | -0.2% | +27.4% | +28.2% |
| 3Y | -20.1% | +9.6% | -29.8% | -31.1% |
| 5Y | -25.6% | +2.6% | -28.2% | -21.3% |
| All | -10.3% | +3.0% | -13.2% | -5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling