-19.4%
GFS vs MUB
+8.6%
-28.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.0% | -0.9% | +1.9% | +2.1% |
| 30D | -8.6% | -1.4% | -7.2% | -6.9% |
| 3M | -46.5% | -2.2% | -44.4% | -45.0% |
| 6M | -4.8% | -1.9% | -2.9% | -2.4% |
| YTD | +29.7% | -0.8% | +30.4% | +31.5% |
| 1Y | +35.8% | +2.7% | +33.1% | +33.3% |
| All | -19.4% | +8.6% | -28.0% | -35.9% |
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