+127.9%
MTUM vs GGLL
+327.4%
-199.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.1% | +0.8% |
| 7D | +0.7% | -0.3% | +1.0% | +0.7% |
| 30D | -2.4% | -4.0% | +1.5% | -1.9% |
| 3M | -3.6% | -15.5% | +11.9% | -2.1% |
| 6M | +23.7% | +7.6% | +16.1% | +19.4% |
| YTD | +22.9% | +2.0% | +20.9% | +19.4% |
| 1Y | +21.8% | +63.9% | -42.2% | +8.5% |
| 3Y | +114.4% | +239.7% | -125.2% | +61.4% |
| All | +127.9% | +327.4% | -199.5% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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