+604.3%
MTUM vs GFI
+834.4%
-230.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.3% |
| 7D | +0.7% | -4.9% | +5.6% | +0.9% |
| 30D | -2.4% | +10.7% | -13.2% | -2.9% |
| 3M | -3.6% | +25.6% | -29.3% | -4.6% |
| 6M | +23.7% | -8.3% | +31.9% | +23.6% |
| YTD | +22.9% | +6.3% | +16.6% | +22.2% |
| 1Y | +21.8% | +22.1% | -0.3% | +20.5% |
| 3Y | +114.4% | +289.2% | -174.7% | +104.5% |
| 5Y | +79.6% | +531.7% | -452.1% | +68.4% |
| 10Y | +356.2% | +1,043.8% | -687.5% | +333.9% |
| All | +604.3% | +834.4% | -230.1% | +567.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling