+165.2%
GD vs MTUM
+307.2%
-142.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.0% |
| 7D | +2.7% | +6.6% | -4.0% | -0.3% |
| 30D | +8.6% | -10.8% | +19.4% | +13.8% |
| 3M | -7.1% | -13.8% | +6.7% | -1.4% |
| 6M | +7.5% | -10.7% | +18.1% | +10.2% |
| YTD | +9.9% | +9.1% | +0.8% | +0.9% |
| 1Y | +7.6% | +11.4% | -3.8% | -2.5% |
| 3Y | +56.2% | +88.8% | -32.6% | +3.0% |
| 5Y | +100.6% | +51.7% | +48.9% | +48.3% |
| All | +165.2% | +307.2% | -142.0% | +0.7% |
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