+80.0%
MTUM vs GLDM
+141.3%
-61.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | +4.1% | +0.7% | +3.4% | +3.9% |
| 30D | -0.2% | +0.3% | -0.5% | -0.3% |
| 3M | -1.9% | +0.7% | -2.6% | -2.2% |
| 6M | +28.1% | -15.4% | +43.5% | +30.6% |
| YTD | +23.6% | +1.0% | +22.6% | +23.8% |
| 1Y | +26.1% | +19.7% | +6.4% | +24.3% |
| 3Y | +116.8% | +126.5% | -9.7% | +99.8% |
| 5Y | +80.0% | +142.5% | -62.5% | +59.5% |
| All | +80.0% | +141.3% | -61.3% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling