+1,435.5%
MU vs GTLB
-47.1%
+1,482.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +5.0% | +5.9% |
| 7D | +9.0% | +11.1% | -2.1% | +6.9% |
| 30D | +13.8% | +37.8% | -24.0% | +6.9% |
| 3M | +2.1% | +61.6% | -59.5% | -7.8% |
| 6M | +153.8% | +98.9% | +54.9% | +117.3% |
| YTD | +256.4% | +32.8% | +223.6% | +228.6% |
| 1Y | +719.8% | +14.7% | +705.1% | +678.0% |
| 3Y | +1,360.4% | +1.3% | +1,359.0% | +1,280.1% |
| All | +1,435.5% | -47.1% | +1,482.6% | +1,246.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling