+204.0%
MTUM vs GLDM
+248.1%
-44.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | +1.7% | -0.5% | +2.3% | +1.8% |
| 30D | -1.7% | +4.4% | -6.1% | -2.6% |
| 3M | -6.3% | -1.1% | -5.3% | -6.3% |
| 6M | +21.8% | -13.7% | +35.5% | +24.7% |
| YTD | +22.0% | +2.8% | +19.3% | +21.2% |
| 1Y | +25.3% | +24.8% | +0.5% | +20.2% |
| 3Y | +112.1% | +127.8% | -15.7% | +79.9% |
| 5Y | +76.2% | +141.1% | -64.9% | +45.9% |
| All | +204.0% | +248.1% | -44.1% | +160.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling