+174.0%
GD vs MTUM
+293.7%
-119.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -1.9% | -4.1% | +2.2% | -0.2% |
| 30D | +10.9% | -16.6% | +27.5% | +19.8% |
| 3M | -6.8% | -13.0% | +6.2% | -1.5% |
| 6M | +7.0% | -11.3% | +18.3% | +10.0% |
| YTD | +11.1% | +7.1% | +4.1% | +2.9% |
| 1Y | +7.0% | +6.4% | +0.7% | -0.6% |
| 3Y | +59.9% | +85.9% | -26.0% | +6.2% |
| 5Y | +102.5% | +50.0% | +52.5% | +50.4% |
| 10Y | +174.0% | +299.9% | -125.9% | +7.1% |
| All | +174.0% | +293.7% | -119.6% | +7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling