-24.9%
GFS vs MUB
+11.6%
-36.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.1% |
| 7D | -7.8% | +0.7% | -8.5% | -8.4% |
| 30D | -19.7% | +4.4% | -24.0% | -23.3% |
| 3M | -23.1% | -0.4% | -22.7% | -22.1% |
| 6M | -46.4% | -0.9% | -45.5% | -45.3% |
| YTD | +11.0% | +0.1% | +11.0% | +12.3% |
| 1Y | +12.6% | +0.5% | +12.2% | +13.6% |
| 3Y | -24.9% | +11.7% | -36.6% | -49.7% |
| All | -24.9% | +11.6% | -36.5% | -49.7% |
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