-21.1%
GIS vs MTUM
+357.8%
-378.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | -6.4% | +0.7% | -7.1% | -6.4% |
| 30D | -6.1% | -2.4% | -3.7% | -5.9% |
| 3M | +7.8% | -3.6% | +11.5% | +7.8% |
| 6M | -8.8% | +23.7% | -32.5% | -12.9% |
| YTD | -19.1% | +22.9% | -42.0% | -22.8% |
| 1Y | -24.8% | +21.8% | -46.5% | -28.2% |
| 3Y | -37.6% | +114.4% | -152.0% | -49.1% |
| 5Y | -25.4% | +79.6% | -105.0% | -36.6% |
| All | -21.1% | +357.8% | -378.9% | -59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling