+93.8%
GD vs MTUM
+78.8%
+15.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -1.2% |
| 7D | -3.5% | +4.1% | -7.6% | -4.7% |
| 30D | -9.0% | -0.2% | -8.8% | -9.1% |
| 3M | +5.1% | -1.9% | +7.0% | +4.7% |
| 6M | -1.0% | +28.1% | -29.1% | -12.0% |
| YTD | +7.3% | +23.6% | -16.3% | -3.3% |
| 1Y | +12.4% | +26.1% | -13.7% | +0.4% |
| 3Y | +73.7% | +116.8% | -43.1% | +19.4% |
| 5Y | +93.8% | +80.0% | +13.7% | +37.2% |
| All | +93.8% | +78.8% | +15.0% | +37.2% |
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 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