+7.9%
MUB vs GFI
+287.6%
-279.8%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | -0.8% | -4.9% | +4.0% | -0.7% |
| 30D | -2.4% | +10.7% | -13.1% | -2.6% |
| 3M | -2.8% | +25.6% | -28.5% | -3.3% |
| 6M | -2.2% | -8.3% | +6.0% | -2.3% |
| YTD | -1.6% | +6.3% | -7.9% | -1.9% |
| 1Y | 0.0% | +22.1% | -22.0% | -0.6% |
| 3Y | +7.9% | +289.2% | -281.3% | +2.7% |
| All | +7.9% | +287.6% | -279.8% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling