+181.7%
MTUM vs GH
+473.1%
-291.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.7% |
| 7D | +1.2% | -1.2% | +2.5% | +1.4% |
| 30D | -1.7% | -3.7% | +2.0% | -1.3% |
| 3M | -0.5% | +21.7% | -22.1% | -3.4% |
| 6M | +22.3% | +75.7% | -53.4% | +12.5% |
| YTD | +21.4% | +55.7% | -34.3% | +13.1% |
| 1Y | +20.0% | +181.1% | -161.1% | +2.4% |
| 3Y | +113.0% | +371.6% | -258.7% | +61.4% |
| 5Y | +77.3% | +23.2% | +54.1% | +54.1% |
| All | +181.7% | +473.1% | -291.4% | +92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling