+10.3%
GLXY vs MUB
+3.4%
+6.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.5% | -6.5% | -5.1% |
| 7D | +4.5% | -0.7% | +5.2% | +7.3% |
| 30D | +28.8% | -2.0% | +30.8% | +38.5% |
| 3M | -23.0% | -2.5% | -20.5% | -15.3% |
| 6M | +17.0% | -2.3% | +19.3% | +26.7% |
| YTD | +12.5% | -1.3% | +13.8% | +21.1% |
| 1Y | -5.4% | +1.1% | -6.5% | +4.5% |
| All | +10.3% | +3.4% | +6.9% | +32.8% |
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