+1.5%
MUB vs GAP
+5.2%
-3.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.0% | -0.5% |
| 7D | -0.7% | -3.2% | +2.5% | -0.7% |
| 30D | -2.0% | -0.7% | -1.3% | -2.0% |
| 3M | -2.5% | -0.5% | -2.1% | -2.6% |
| 6M | -2.3% | -5.0% | +2.6% | -2.3% |
| YTD | -1.3% | -14.7% | +13.4% | -1.2% |
| 1Y | +1.1% | -8.6% | +9.8% | +1.1% |
| 3Y | +8.2% | +108.4% | -100.2% | +7.1% |
| All | +1.5% | +5.2% | -3.7% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 5y: compounded portfolio wealth divided by compounded GAP 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…
5y analysis · Full analysis span regression · 6 months rolling