+102.2%
MTUM vs GGLL
+210.8%
-108.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.7% |
| 7D | +6.6% | +7.7% | -1.1% | +5.4% |
| 30D | -10.8% | -30.2% | +19.4% | -6.4% |
| 3M | -13.8% | -31.3% | +17.5% | -9.6% |
| 6M | -10.7% | -52.1% | +41.4% | -1.7% |
| YTD | +9.1% | -25.9% | +34.9% | +10.3% |
| 1Y | +11.4% | -8.5% | +19.8% | +8.5% |
| 3Y | +88.8% | +165.5% | -76.7% | +46.9% |
| All | +102.2% | +210.8% | -108.6% | +57.6% |
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