+265.1%
MU vs GTLB
+6.1%
+259.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | 0.0% | -7.0% | -7.0% |
| 7D | -19.1% | -9.7% | -9.5% | -19.6% |
| 30D | -25.2% | +1.7% | -26.9% | -24.9% |
| 3M | -10.9% | +43.6% | -54.5% | -7.3% |
| 6M | +38.0% | +113.0% | -75.0% | +48.3% |
| YTD | +178.8% | +39.5% | +139.3% | +220.4% |
| 1Y | +265.1% | +12.6% | +252.5% | +339.8% |
| All | +265.1% | +6.1% | +259.1% | +339.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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