-17.5%
GFS vs MUB
+11.3%
-28.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.3% |
| 7D | +6.2% | +0.4% | +5.8% | +5.9% |
| 30D | -11.4% | +3.9% | -15.3% | -14.6% |
| 3M | -15.5% | -0.2% | -15.2% | -14.6% |
| 6M | -42.6% | -0.4% | -42.3% | -41.9% |
| YTD | +23.2% | +0.5% | +22.7% | +24.0% |
| 1Y | +23.6% | +0.7% | +22.9% | +24.3% |
| All | -17.5% | +11.3% | -28.7% | -34.9% |
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