-2.1%
GLDM vs MUB
+0.4%
-2.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -1.9% |
| 7D | +2.9% | +0.6% | +2.2% | +1.9% |
| 30D | -3.9% | +3.4% | -7.3% | -9.5% |
| 3M | -8.1% | -0.7% | -7.4% | -5.4% |
| 6M | -14.7% | -1.0% | -13.7% | -11.4% |
| YTD | -6.6% | 0.0% | -6.6% | -1.6% |
| 1Y | -2.1% | +0.4% | -2.4% | +3.1% |
| All | -2.1% | +0.4% | -2.5% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling