+73.9%
MUB vs GPC
+415.5%
-341.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | -0.9% | +1.2% | -2.1% | -0.9% |
| 30D | -1.4% | +6.0% | -7.4% | -1.6% |
| 3M | -2.2% | +42.6% | -44.8% | -3.1% |
| 6M | -1.9% | +22.8% | -24.6% | -2.5% |
| YTD | -0.8% | +15.5% | -16.2% | -1.3% |
| 1Y | +2.7% | +2.0% | +0.7% | +2.5% |
| 3Y | +8.6% | -1.4% | +10.0% | +8.2% |
| 5Y | +2.0% | +30.6% | -28.6% | +0.8% |
| 10Y | +17.9% | +80.6% | -62.7% | +14.1% |
| All | +73.9% | +415.5% | -341.6% | +61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling