+10.2%
MTUM vs GFI
+6.9%
+3.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.3% | -8.3% | -3.0% |
| 7D | -10.1% | +1.4% | -11.5% | -10.4% |
| 30D | -15.6% | +3.0% | -18.5% | -16.1% |
| 3M | -12.7% | +10.2% | -22.9% | -15.0% |
| 6M | -3.7% | -10.1% | +6.3% | -3.3% |
| YTD | +9.4% | -11.4% | +20.9% | +8.4% |
| 1Y | +10.2% | +8.4% | +1.8% | +4.0% |
| All | +10.2% | +6.9% | +3.3% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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