+8.2%
GD vs MTUM
+9.7%
-1.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.6% |
| 7D | +3.0% | -10.1% | +13.1% | +3.0% |
| 30D | +10.5% | -15.6% | +26.1% | +10.8% |
| 3M | -5.0% | -12.7% | +7.8% | -4.8% |
| 6M | +5.5% | -3.7% | +9.2% | +1.3% |
| YTD | +10.3% | +9.4% | +0.9% | +1.2% |
| 1Y | +8.2% | +10.2% | -2.1% | -1.0% |
| All | +8.2% | +9.7% | -1.5% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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 · 6 months rolling