+18.0%
MUB vs GPC
+79.8%
-61.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.1% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | -1.5% | -0.4% | -1.2% | -1.5% |
| 3M | -1.9% | +39.2% | -41.1% | -3.2% |
| 6M | -1.7% | +18.2% | -19.9% | -2.4% |
| YTD | -0.8% | +12.1% | -12.9% | -1.4% |
| 1Y | +1.5% | -0.7% | +2.2% | +1.3% |
| 3Y | +8.8% | -1.7% | +10.4% | +8.2% |
| 5Y | +2.0% | +29.3% | -27.3% | -0.1% |
| 10Y | +18.0% | +80.7% | -62.7% | +11.6% |
| All | +18.0% | +79.8% | -61.9% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling