+3.4%
MUB vs GTLB
-63.6%
+67.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.3% |
| 7D | +0.4% | -9.6% | +10.1% | +0.5% |
| 30D | +3.6% | -15.5% | +19.1% | +3.7% |
| 3M | -0.5% | +12.4% | -12.9% | -0.6% |
| 6M | -0.6% | +84.6% | -85.2% | -1.2% |
| YTD | +0.3% | +26.1% | -25.8% | -0.1% |
| 1Y | +0.4% | +1.7% | -1.3% | +0.2% |
| 3Y | +10.8% | +6.1% | +4.7% | +10.2% |
| 5Y | +3.4% | -61.1% | +64.6% | +2.2% |
| All | +3.4% | -63.6% | +67.0% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 5y: compounded portfolio wealth divided by compounded GTLB 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…
5y analysis · Full analysis span regression · 6 months rolling