-3.5%
GEHC vs MTUM
+114.7%
-118.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.0% |
| 7D | -7.2% | +0.7% | -7.9% | -7.5% |
| 30D | -11.6% | -2.4% | -9.1% | -10.7% |
| 3M | -0.8% | -3.6% | +2.8% | -1.0% |
| 6M | -11.9% | +23.7% | -35.6% | -26.6% |
| YTD | -21.9% | +22.9% | -44.9% | -35.0% |
| 1Y | -17.8% | +21.8% | -39.6% | -31.2% |
| 3Y | -3.5% | +114.4% | -118.0% | -48.6% |
| All | -3.5% | +114.7% | -118.3% | -48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling