+609.5%
MTUM vs GAP
-11.9%
+621.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.8% |
| 7D | +4.1% | -3.2% | +7.3% | +4.6% |
| 30D | +0.6% | -0.7% | +1.3% | +0.5% |
| 3M | -0.6% | -0.5% | -0.2% | -1.0% |
| 6M | +25.3% | -5.0% | +30.3% | +25.1% |
| YTD | +23.8% | -14.7% | +38.5% | +25.1% |
| 1Y | +25.4% | -8.6% | +34.0% | +25.0% |
| 3Y | +117.3% | +108.4% | +8.9% | +84.4% |
| 5Y | +79.7% | +5.8% | +73.9% | +61.4% |
| 10Y | +359.6% | +29.6% | +329.9% | +251.9% |
| All | +609.5% | -11.9% | +621.4% | +487.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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