-18.0%
GIS vs MTUM
+26.3%
-44.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -1.7% |
| 7D | -7.8% | +1.7% | -9.6% | -7.1% |
| 30D | +6.6% | -1.7% | +8.2% | +6.0% |
| 3M | +21.0% | -6.3% | +27.3% | +18.5% |
| 6M | -9.1% | +21.8% | -30.9% | -2.5% |
| YTD | -13.6% | +22.0% | -35.7% | -7.4% |
| 1Y | -18.0% | +25.3% | -43.4% | -11.6% |
| All | -18.0% | +26.3% | -44.3% | -11.6% |
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 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