-37.5%
MUZ vs GPC
+26.9%
-64.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.3% | -8.5% | -8.6% |
| 7D | +45.8% | +1.6% | +44.2% | +43.4% |
| 30D | +99.8% | -2.1% | +101.9% | +103.8% |
| 3M | +12.0% | -6.8% | +18.8% | +17.8% |
| All | -37.5% | +26.9% | -64.5% | -43.7% |
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