+484.3%
GLD vs MUB
+76.3%
+408.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | -0.5% | -0.9% | +0.3% | -0.2% |
| 30D | +4.4% | -1.4% | +5.8% | +5.0% |
| 3M | -1.1% | -2.2% | +1.1% | -0.3% |
| 6M | -13.8% | -1.9% | -11.9% | -13.1% |
| YTD | +2.6% | -0.8% | +3.4% | +3.0% |
| 1Y | +24.5% | +2.7% | +21.8% | +23.5% |
| 3Y | +125.8% | +8.6% | +117.3% | +120.1% |
| 5Y | +137.8% | +2.0% | +135.8% | +135.0% |
| 10Y | +221.4% | +17.9% | +203.5% | +210.9% |
| All | +484.3% | +76.3% | +408.0% | +513.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling