+114.4%
MTUM vs GH
+363.0%
-248.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +0.7% | -2.5% | +3.2% | +1.0% |
| 30D | -2.4% | -4.7% | +2.2% | -2.0% |
| 3M | -3.6% | +20.2% | -23.9% | -5.6% |
| 6M | +23.7% | +78.8% | -55.1% | +16.4% |
| YTD | +22.9% | +54.1% | -31.2% | +17.1% |
| 1Y | +21.8% | +177.1% | -155.3% | +9.4% |
| 3Y | +114.4% | +371.6% | -257.2% | +81.5% |
| All | +114.4% | +363.0% | -248.6% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 3y: compounded portfolio wealth divided by compounded GH 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…
3y analysis · Full analysis span regression · 6 months rolling