+26.1%
MTUM vs GLDM
+20.2%
+6.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.7% |
| 7D | +4.1% | +0.7% | +3.4% | +3.8% |
| 30D | -0.2% | +0.3% | -0.5% | -0.4% |
| 3M | -1.9% | +0.7% | -2.6% | -2.4% |
| 6M | +28.1% | -15.4% | +43.5% | +31.5% |
| YTD | +23.6% | +1.0% | +22.6% | +24.7% |
| 1Y | +26.1% | +19.7% | +6.4% | +23.6% |
| All | +26.1% | +20.2% | +6.0% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling