+27.2%
GFS vs MUB
-0.2%
+27.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.3% |
| 7D | +7.4% | -1.3% | +8.6% | +8.8% |
| 30D | -15.3% | +2.2% | -17.4% | -18.8% |
| 3M | -21.1% | -1.6% | -19.5% | -13.2% |
| 6M | -44.5% | -1.3% | -43.2% | -39.4% |
| YTD | +19.2% | -0.7% | +19.9% | +27.8% |
| 1Y | +27.2% | -0.2% | +27.4% | +35.4% |
| All | +27.2% | -0.2% | +27.5% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling