+106,206.6%
MU vs GFI
+688.7%
+105,517.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.6% | +7.7% | +6.2% |
| 7D | +9.0% | +3.1% | +5.8% | +8.7% |
| 30D | +13.8% | +27.1% | -13.3% | +11.8% |
| 3M | +2.1% | +21.2% | -19.1% | +0.6% |
| 6M | +153.8% | -4.5% | +158.3% | +153.8% |
| YTD | +256.4% | +11.7% | +244.7% | +252.3% |
| 1Y | +719.8% | +46.0% | +673.7% | +696.6% |
| 3Y | +1,360.4% | +309.6% | +1,050.8% | +1,218.4% |
| 5Y | +1,312.4% | +506.0% | +806.4% | +1,126.6% |
| 10Y | +6,142.6% | +1,009.2% | +5,133.4% | +4,924.8% |
| All | +106,206.6% | +688.7% | +105,517.9% | +77,721.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling