+205.0%
GLD vs MUB
+20.8%
+184.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +4.7% | +0.7% | +4.0% | +4.1% |
| 30D | -0.9% | +4.4% | -5.3% | -4.4% |
| 3M | -4.4% | -0.2% | -4.2% | -4.3% |
| 6M | -13.6% | -0.6% | -13.0% | -13.1% |
| YTD | -6.0% | +0.3% | -6.3% | -6.2% |
| 1Y | +1.8% | +0.8% | +1.0% | +1.2% |
| 3Y | +103.2% | +12.0% | +91.2% | +86.1% |
| 5Y | +119.3% | +3.4% | +115.9% | +112.2% |
| All | +205.0% | +20.8% | +184.2% | +149.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling