+25.3%
MTUM vs GPC
+1.0%
+24.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.8% |
| 7D | +1.7% | +1.2% | +0.5% | +1.7% |
| 30D | -1.7% | +6.0% | -7.6% | -1.5% |
| 3M | -6.3% | +42.6% | -49.0% | -8.4% |
| 6M | +21.8% | +22.8% | -0.9% | +19.6% |
| YTD | +22.0% | +15.5% | +6.6% | +18.8% |
| 1Y | +25.3% | +2.0% | +23.3% | +23.1% |
| All | +25.3% | +1.0% | +24.4% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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