-23.4%
GFS vs MUB
+3.6%
-27.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.2% |
| 7D | +6.2% | +0.4% | +5.8% | +5.7% |
| 30D | -11.4% | +3.9% | -15.3% | -15.5% |
| 3M | -15.5% | -0.2% | -15.2% | -15.0% |
| 6M | -42.6% | -0.4% | -42.3% | -42.1% |
| YTD | +23.2% | +0.5% | +22.7% | +23.1% |
| 1Y | +23.6% | +0.7% | +22.9% | +23.3% |
| 3Y | -17.2% | +11.1% | -28.3% | -29.4% |
| 5Y | -23.4% | +3.7% | -27.2% | -30.6% |
| All | -23.4% | +3.6% | -27.0% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling