-53.9%
MUZ vs GFI
+0.6%
-54.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.2% | +5.1% |
| 7D | -26.3% | -8.7% | -17.5% | -30.0% |
| 30D | +6.6% | +0.6% | +6.0% | +7.2% |
| 3M | -2.3% | -7.5% | +5.1% | -4.6% |
| All | -53.9% | +0.6% | -54.6% | -42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling