+265.1%
MU vs GFI
+6.9%
+258.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +6.3% | -13.3% | -9.4% |
| 7D | -19.1% | +1.4% | -20.6% | -19.8% |
| 30D | -25.2% | +3.0% | -28.2% | -26.4% |
| 3M | -10.9% | +10.2% | -21.1% | -16.0% |
| 6M | +38.0% | -10.1% | +48.1% | +39.8% |
| YTD | +178.8% | -11.4% | +190.2% | +167.0% |
| 1Y | +265.1% | +8.4% | +256.7% | +188.8% |
| All | +265.1% | +6.9% | +258.2% | +188.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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