+640.8%
MU vs GTLB
-1.6%
+642.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | -1.7% |
| 7D | +7.2% | +4.6% | +2.6% | +7.3% |
| 30D | +14.0% | +21.0% | -7.0% | +14.7% |
| 3M | +5.4% | +51.7% | -46.3% | +7.0% |
| 6M | +170.3% | +89.3% | +81.0% | +172.4% |
| YTD | +250.7% | +25.6% | +225.0% | +289.3% |
| All | +640.8% | -1.6% | +642.4% | +818.4% |
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