+435.1%
GLD vs MUB
+78.3%
+356.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +4.7% | +0.7% | +4.0% | +4.4% |
| 30D | -0.9% | +4.4% | -5.3% | -2.5% |
| 3M | -4.4% | -0.2% | -4.2% | -4.4% |
| 6M | -13.6% | -0.6% | -13.0% | -13.4% |
| YTD | -6.0% | +0.3% | -6.3% | -6.1% |
| 1Y | +1.8% | +0.8% | +1.0% | +1.5% |
| 3Y | +103.2% | +12.0% | +91.2% | +96.0% |
| 5Y | +119.3% | +3.4% | +115.9% | +115.7% |
| 10Y | +199.5% | +20.7% | +178.8% | +188.5% |
| All | +435.1% | +78.3% | +356.8% | +459.5% |
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