+16.3%
GIS vs MTUM
+595.4%
-579.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.1% | -2.7% |
| 7D | -8.4% | +1.2% | -9.7% | -8.6% |
| 30D | -5.2% | -1.7% | -3.5% | -5.0% |
| 3M | +8.2% | -0.5% | +8.6% | +7.3% |
| 6M | -12.0% | +22.3% | -34.4% | -17.2% |
| YTD | -18.9% | +21.4% | -40.2% | -23.7% |
| 1Y | -23.6% | +20.0% | -43.6% | -28.1% |
| 3Y | -37.6% | +113.0% | -150.6% | -52.0% |
| 5Y | -25.2% | +77.3% | -102.5% | -39.2% |
| 10Y | -19.3% | +350.5% | -369.8% | -62.1% |
| All | +16.3% | +595.4% | -579.1% | -58.4% |
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