+67.3%
GSK vs MUB
+10.5%
+56.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.1% |
| 7D | +5.2% | +0.6% | +4.6% | +4.4% |
| 30D | +10.2% | +3.4% | +6.7% | +5.8% |
| 3M | -0.9% | -0.7% | -0.2% | +0.5% |
| 6M | +3.5% | -1.0% | +4.4% | +5.4% |
| YTD | +7.2% | 0.0% | +7.2% | +8.0% |
| 1Y | +12.0% | +0.4% | +11.6% | +12.3% |
| 3Y | +67.3% | +10.5% | +56.8% | +67.6% |
| All | +67.3% | +10.5% | +56.8% | +67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling