-57.4%
MUZ vs GFI
+5.7%
-63.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | -1.5% | -22.3% | -24.9% |
| 7D | -17.7% | +2.2% | -19.9% | -16.4% |
| 30D | +14.5% | +2.2% | +12.3% | +15.9% |
| 3M | -25.7% | -4.6% | -21.1% | -26.6% |
| All | -57.4% | +5.7% | -63.1% | -45.6% |
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