+377.4%
GH vs MUB
+8.8%
+368.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.2% |
| 7D | -2.1% | -0.3% | -1.8% | -1.5% |
| 30D | -4.5% | -1.5% | -2.9% | -1.7% |
| 3M | +28.9% | -1.9% | +30.8% | +33.8% |
| 6M | +76.5% | -1.7% | +78.2% | +82.6% |
| YTD | +57.6% | -0.8% | +58.4% | +60.8% |
| 1Y | +167.5% | +1.5% | +166.1% | +163.6% |
| 3Y | +377.4% | +8.8% | +368.6% | +268.4% |
| All | +377.4% | +8.8% | +368.7% | +268.4% |
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 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