+23.0%
GSK vs MUB
+0.3%
+22.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | +0.5% |
| 7D | -5.4% | -1.2% | -4.2% | -2.9% |
| 30D | -4.6% | -2.8% | -1.8% | +1.4% |
| 3M | -5.1% | -3.1% | -2.1% | +1.5% |
| 6M | -11.4% | -2.9% | -8.6% | -4.7% |
| YTD | +0.7% | -2.0% | +2.7% | +5.2% |
| 1Y | +23.0% | 0.0% | +23.0% | +11.3% |
| All | +23.0% | +0.3% | +22.8% | +11.3% |
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 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