+75.3%
MUB vs GAP
+113.3%
-38.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.4% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +3.4% | -5.4% | +8.8% | +3.5% |
| 3M | -0.7% | +2.9% | -3.6% | -0.7% |
| 6M | -1.0% | -4.4% | +3.4% | -1.0% |
| YTD | 0.0% | -11.6% | +11.6% | 0.0% |
| 1Y | +0.4% | -6.0% | +6.4% | +0.3% |
| 3Y | +10.5% | +78.0% | -67.5% | +9.6% |
| 5Y | +3.1% | +8.5% | -5.4% | +2.4% |
| 10Y | +22.0% | +8.6% | +13.4% | +19.3% |
| All | +75.3% | +113.3% | -38.1% | +70.8% |
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