+550.6%
GS vs MUB
+77.6%
+473.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.8% | -6.6% |
| 7D | -6.3% | +0.9% | -7.3% | -6.8% |
| 30D | -3.1% | +3.8% | -6.9% | -5.1% |
| 3M | -17.7% | -0.7% | -17.0% | -17.4% |
| 6M | -4.6% | -0.8% | -3.8% | -4.1% |
| YTD | +0.3% | 0.0% | +0.3% | +0.4% |
| 1Y | +11.7% | +0.6% | +11.1% | +11.5% |
| 3Y | +183.6% | +11.4% | +172.2% | +168.3% |
| 5Y | +141.0% | +3.1% | +137.9% | +136.2% |
| 10Y | +507.4% | +20.2% | +487.2% | +478.7% |
| All | +550.6% | +77.6% | +473.0% | +377.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling