+121.8%
GLDM vs MUB
+3.2%
+118.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +4.7% | +0.7% | +4.0% | +3.9% |
| 30D | -0.9% | +4.4% | -5.2% | -5.6% |
| 3M | -4.3% | -0.4% | -3.9% | -3.8% |
| 6M | -13.4% | -0.9% | -12.5% | -12.5% |
| YTD | -5.8% | +0.1% | -5.9% | -5.7% |
| 1Y | +2.1% | +0.5% | +1.6% | +1.7% |
| 3Y | +105.0% | +11.7% | +93.3% | +81.5% |
| All | +121.8% | +3.2% | +118.5% | +111.4% |
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 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