+5,731.6%
MU vs GFI
+1,066.8%
+4,664.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.1% |
| 7D | -4.1% | -4.9% | +0.8% | -3.6% |
| 30D | +7.0% | +10.7% | -3.7% | +5.9% |
| 3M | -2.1% | +25.6% | -27.7% | -4.4% |
| 6M | +133.1% | -8.3% | +141.3% | +133.2% |
| YTD | +241.9% | +6.3% | +235.6% | +238.4% |
| 1Y | +548.8% | +22.1% | +526.7% | +535.9% |
| 3Y | +1,308.2% | +289.2% | +1,019.0% | +1,186.3% |
| 5Y | +1,260.7% | +531.7% | +729.1% | +1,103.9% |
| All | +5,731.6% | +1,066.8% | +4,664.8% | +5,284.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling