+7.0%
GD vs MTUM
+7.1%
-0.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | -1.9% | -4.1% | +2.2% | -1.9% |
| 30D | +10.9% | -16.6% | +27.5% | +11.1% |
| 3M | -6.8% | -13.0% | +6.2% | -6.8% |
| 6M | +7.0% | -11.3% | +18.3% | +4.4% |
| YTD | +11.1% | +7.1% | +4.1% | +2.1% |
| 1Y | +7.0% | +6.4% | +0.7% | -1.2% |
| All | +7.0% | +7.1% | -0.1% | -1.2% |
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