+152.4%
GS vs MTUM
+46.8%
+105.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.9% | -0.2% | +0.7% |
| 7D | +0.8% | -2.8% | +3.6% | +3.0% |
| 30D | +1.2% | -16.4% | +17.6% | +16.6% |
| 3M | -12.4% | -13.4% | +0.9% | -2.2% |
| 6M | -2.3% | -11.1% | +8.8% | +5.1% |
| YTD | +4.6% | +7.3% | -2.7% | -4.6% |
| 1Y | +17.5% | +8.5% | +9.0% | +6.2% |
| 3Y | +202.0% | +89.5% | +112.5% | +73.4% |
| 5Y | +152.4% | +48.7% | +103.6% | +68.8% |
| All | +152.4% | +46.8% | +105.6% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling