-23.6%
GIS vs MUB
+0.3%
-23.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -1.7% |
| 7D | -8.4% | -1.2% | -7.2% | -6.3% |
| 30D | -5.2% | -2.8% | -2.4% | -0.6% |
| 3M | +8.2% | -3.1% | +11.2% | +13.4% |
| 6M | -12.0% | -2.9% | -9.2% | -7.8% |
| YTD | -18.9% | -2.0% | -16.9% | -15.1% |
| 1Y | -23.6% | 0.0% | -23.6% | -21.9% |
| All | -23.6% | +0.3% | -23.9% | -21.9% |
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 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