+626.9%
GD vs MTUM
+599.3%
+27.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.7% |
| 7D | -5.3% | +1.7% | -7.0% | -6.1% |
| 30D | -6.4% | -1.7% | -4.8% | -5.8% |
| 3M | +5.7% | -6.3% | +12.0% | +7.6% |
| 6M | -0.9% | +21.8% | -22.8% | -13.6% |
| YTD | +8.2% | +22.0% | -13.9% | -6.0% |
| 1Y | +13.4% | +25.3% | -11.9% | -3.1% |
| 3Y | +68.5% | +112.1% | -43.7% | +2.1% |
| 5Y | +97.2% | +76.2% | +20.9% | +32.1% |
| 10Y | +190.2% | +340.1% | -149.9% | -8.6% |
| All | +626.9% | +599.3% | +27.6% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling