-17.4%
GIS vs MUB
+0.1%
-17.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.8% | +4.5% |
| 7D | +8.5% | +0.6% | +7.9% | +7.5% |
| 30D | +15.3% | +3.2% | +12.1% | +10.5% |
| 3M | +0.9% | -1.1% | +2.0% | +4.3% |
| 6M | +7.9% | -1.1% | +9.1% | +11.4% |
| YTD | -17.6% | -0.5% | -17.1% | -14.1% |
| 1Y | -17.4% | 0.0% | -17.3% | -13.8% |
| All | -17.4% | +0.1% | -17.5% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling