+71.7%
MUB vs GFI
+367.5%
-295.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | -0.7% |
| 7D | -1.2% | -5.1% | +3.9% | -1.2% |
| 30D | -2.8% | +13.4% | -16.2% | -2.9% |
| 3M | -3.1% | +36.2% | -39.3% | -3.4% |
| 6M | -2.9% | -9.8% | +7.0% | -2.9% |
| YTD | -2.0% | +7.7% | -9.7% | -2.2% |
| 1Y | 0.0% | +27.2% | -27.2% | -0.5% |
| 3Y | +7.4% | +300.3% | -292.9% | +5.3% |
| 5Y | +0.8% | +539.8% | -539.0% | -1.8% |
| 10Y | +16.7% | +1,058.5% | -1,041.8% | +12.9% |
| All | +71.7% | +367.5% | -295.8% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling