+93.8%
GD vs MTUM
+39.9%
+54.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.2% |
| 7D | -5.0% | -10.2% | +5.3% | -2.0% |
| 30D | +8.9% | -20.9% | +29.8% | +16.4% |
| 3M | -8.0% | -17.1% | +9.0% | -3.3% |
| 6M | +2.9% | -14.5% | +17.4% | +5.4% |
| YTD | +7.1% | +2.3% | +4.8% | +1.5% |
| 1Y | +5.9% | +4.0% | +1.9% | -0.3% |
| 3Y | +53.9% | +80.7% | -26.8% | +10.6% |
| All | +93.8% | +39.9% | +54.0% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling