+1,007.5%
MU vs GTLB
-50.0%
+1,057.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.3% | +6.6% |
| 7D | -12.0% | -9.6% | -2.5% | -10.2% |
| 30D | -28.7% | -14.5% | -14.3% | -26.5% |
| 3M | -16.4% | +20.9% | -37.4% | -19.5% |
| 6M | -1.8% | +81.4% | -83.2% | -13.7% |
| YTD | +157.1% | +25.6% | +131.5% | +139.7% |
| 1Y | +208.5% | +3.4% | +205.1% | +199.5% |
| 3Y | +906.2% | +8.9% | +897.3% | +843.9% |
| 5Y | +893.4% | -64.0% | +957.4% | +787.4% |
| All | +1,007.5% | -50.0% | +1,057.5% | +882.2% |
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