+349.5%
MTUM vs GFI
+1,093.3%
-743.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.2% |
| 7D | +0.7% | -2.7% | +3.4% | +0.9% |
| 30D | -2.4% | +13.2% | -15.7% | -3.2% |
| 3M | -3.6% | +28.5% | -32.1% | -5.3% |
| 6M | +23.7% | -6.2% | +29.8% | +23.5% |
| YTD | +22.9% | +8.7% | +14.2% | +21.7% |
| 1Y | +21.8% | +24.8% | -3.1% | +19.5% |
| 3Y | +114.4% | +298.0% | -183.6% | +97.7% |
| 5Y | +79.6% | +546.0% | -466.4% | +60.0% |
| All | +349.5% | +1,093.3% | -743.9% | +323.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling