+11.2%
MUB vs GGLL
+328.4%
-317.1%
-5.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.3% | +1.9% | -2.2% | -0.3% |
| 30D | -1.5% | -9.7% | +8.2% | -1.4% |
| 3M | -1.9% | -18.0% | +16.1% | -1.8% |
| 6M | -1.7% | +15.3% | -17.0% | -2.0% |
| YTD | -0.8% | +2.2% | -3.0% | -0.9% |
| 1Y | +1.5% | +73.1% | -71.6% | +0.8% |
| 3Y | +8.8% | +242.7% | -233.9% | +6.8% |
| All | +11.2% | +328.4% | -317.1% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GGLL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling