-59.4%
MUZ vs GFI
+25.7%
-85.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.9% | +12.3% | +7.0% |
| 7D | -7.7% | -5.1% | -2.5% | -11.7% |
| 30D | -29.2% | +13.4% | -42.6% | -19.3% |
| 3M | -62.5% | +36.2% | -98.7% | -41.8% |
| All | -59.4% | +25.7% | -85.0% | -40.1% |
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