-17.4%
GIS vs MTUM
+9.7%
-27.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.0% | +7.2% | +4.2% |
| 7D | +8.5% | -10.1% | +18.6% | +3.2% |
| 30D | +15.3% | -15.6% | +30.9% | +7.1% |
| 3M | +0.9% | -12.7% | +13.7% | -4.6% |
| 6M | +7.9% | -3.7% | +11.7% | +5.5% |
| YTD | -17.6% | +9.4% | -27.0% | -16.2% |
| 1Y | -17.4% | +10.2% | -27.6% | -15.5% |
| All | -17.4% | +9.7% | -27.1% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling