-48.3%
MUZ vs GPC
+30.6%
-78.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +1.7% | +12.5% | +12.5% |
| 7D | +47.2% | +4.1% | +43.1% | +41.8% |
| 30D | +57.1% | +0.1% | +57.0% | +57.5% |
| 3M | -5.3% | -3.9% | -1.4% | -2.9% |
| All | -48.3% | +30.6% | -78.9% | -54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling