-18.0%
GIS vs MUB
+2.9%
-20.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -7.8% | -0.9% | -7.0% | -6.6% |
| 30D | +6.6% | -1.4% | +8.0% | +8.9% |
| 3M | +21.0% | -2.2% | +23.1% | +24.3% |
| 6M | -9.1% | -1.9% | -7.2% | -6.9% |
| YTD | -13.6% | -0.8% | -12.8% | -12.0% |
| 1Y | -18.0% | +2.7% | -20.8% | -18.4% |
| All | -18.0% | +2.9% | -20.9% | -18.4% |
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 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