+76.2%
MUB vs GAP
+109.0%
-32.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.3% |
| 7D | +0.4% | -9.3% | +9.8% | +0.5% |
| 30D | +3.9% | -5.5% | +9.4% | +3.9% |
| 3M | -0.2% | +3.5% | -3.7% | -0.3% |
| 6M | -0.4% | +0.7% | -1.1% | -0.4% |
| YTD | +0.5% | -13.4% | +13.9% | +0.6% |
| 1Y | +0.7% | -7.7% | +8.3% | +0.6% |
| 3Y | +11.1% | +74.4% | -63.3% | +10.2% |
| 5Y | +3.7% | +5.3% | -1.6% | +3.0% |
| 10Y | +22.9% | +4.7% | +18.3% | +20.2% |
| All | +76.2% | +109.0% | -32.8% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling