+1,334.0%
MU vs GFI
+533.3%
+800.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.8% |
| 7D | +7.5% | +4.7% | +2.8% | +6.6% |
| 30D | +19.4% | +14.4% | +4.9% | +16.6% |
| 3M | +9.8% | +32.5% | -22.7% | +4.3% |
| 6M | +164.1% | -7.2% | +171.3% | +163.2% |
| YTD | +260.3% | +10.9% | +249.5% | +250.8% |
| 1Y | +661.2% | +35.5% | +625.7% | +625.2% |
| 3Y | +1,380.8% | +312.1% | +1,068.7% | +1,162.3% |
| All | +1,334.0% | +533.3% | +800.7% | +1,077.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling