+646.4%
GD vs MTUM
+536.8%
+109.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -1.9% |
| 7D | +0.6% | +1.5% | -0.9% | -0.4% |
| 30D | +9.5% | -12.1% | +21.5% | +16.0% |
| 3M | -5.8% | -10.0% | +4.1% | -1.7% |
| 6M | +7.7% | -9.4% | +17.1% | +10.0% |
| YTD | +11.1% | +11.1% | -0.1% | +0.3% |
| 1Y | +6.1% | +10.8% | -4.7% | -4.1% |
| 3Y | +59.8% | +92.9% | -33.1% | +0.9% |
| 5Y | +104.6% | +55.2% | +49.4% | +46.0% |
| 10Y | +170.5% | +315.6% | -145.1% | -14.0% |
| All | +646.4% | +536.8% | +109.6% | +78.4% |
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