+177.2%
MTUM vs GLDM
+204.0%
-26.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.7% |
| 7D | +10.8% | -5.5% | +16.3% | +12.1% |
| 30D | -11.4% | -7.0% | -4.4% | -10.0% |
| 3M | -11.7% | -12.3% | +0.6% | -9.3% |
| 6M | -8.2% | -17.9% | +9.7% | -4.6% |
| YTD | +11.3% | -10.3% | +21.6% | +13.7% |
| 1Y | +11.0% | -7.8% | +18.8% | +12.9% |
| 3Y | +93.2% | +99.5% | -6.3% | +68.6% |
| 5Y | +54.8% | +106.5% | -51.7% | +32.5% |
| All | +177.2% | +204.0% | -26.7% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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