+349.5%
MTUM vs GNRC
+448.8%
-99.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +0.5% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | -2.4% | -15.7% | +13.3% | +1.7% |
| 3M | -3.6% | -27.3% | +23.7% | +4.1% |
| 6M | +23.7% | -12.1% | +35.7% | +26.8% |
| YTD | +22.9% | +37.1% | -14.2% | +12.2% |
| 1Y | +21.8% | -0.5% | +22.2% | +19.4% |
| 3Y | +114.4% | +61.5% | +52.9% | +80.1% |
| 5Y | +79.6% | -58.6% | +138.1% | +108.8% |
| All | +349.5% | +448.8% | -99.4% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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