-33.5%
GIS vs MUB
+3.6%
-37.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -4.6% | +0.4% | -5.0% | -4.9% |
| 30D | +6.6% | +3.9% | +2.7% | +3.5% |
| 3M | -8.1% | -0.2% | -7.9% | -7.9% |
| 6M | +4.9% | -0.4% | +5.3% | +5.3% |
| YTD | -21.4% | +0.5% | -21.9% | -21.5% |
| 1Y | -21.6% | +0.7% | -22.3% | -21.9% |
| 3Y | -39.3% | +11.1% | -50.4% | -42.4% |
| All | -33.5% | +3.6% | -37.2% | -35.8% |
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 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