-47.2%
GLXY vs MUB
-0.2%
-47.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -4.1% |
| 7D | +5.3% | -1.3% | +6.5% | +10.0% |
| 30D | -19.8% | +2.2% | -22.0% | -27.1% |
| 3M | -31.4% | -1.6% | -29.7% | -21.5% |
| 6M | -53.3% | -1.3% | -52.1% | -47.3% |
| YTD | -35.7% | -0.7% | -35.0% | -32.2% |
| 1Y | -47.2% | -0.2% | -47.0% | -46.4% |
| All | -47.2% | -0.2% | -47.0% | -46.4% |
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 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