-40.1%
GLXY vs MUB
+5.1%
-45.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.0% |
| 7D | -14.6% | +0.7% | -15.3% | -16.1% |
| 30D | -36.2% | +4.4% | -40.5% | -44.3% |
| 3M | -30.1% | -0.2% | -29.9% | -27.8% |
| 6M | -56.1% | -0.6% | -55.5% | -53.8% |
| YTD | -38.9% | +0.3% | -39.3% | -36.4% |
| 1Y | -55.0% | +0.8% | -55.8% | -53.1% |
| All | -40.1% | +5.1% | -45.2% | -30.3% |
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