-22.8%
GIS vs MUB
+2.2%
-25.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -8.3% | -0.3% | -8.0% | -8.1% |
| 30D | +2.2% | -1.5% | +3.7% | +3.4% |
| 3M | +15.7% | -1.9% | +17.6% | +17.4% |
| 6M | -12.0% | -1.7% | -10.3% | -10.8% |
| YTD | -15.0% | -0.8% | -14.2% | -14.4% |
| 1Y | -20.1% | +1.5% | -21.6% | -20.8% |
| 3Y | -34.6% | +8.8% | -43.4% | -37.1% |
| 5Y | -22.8% | +2.0% | -24.8% | -26.3% |
| All | -22.8% | +2.2% | -25.1% | -26.3% |
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