+349.5%
MTUM vs GPC
+86.4%
+263.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.4% |
| 7D | +0.7% | -3.2% | +3.9% | +1.7% |
| 30D | -2.4% | +0.5% | -3.0% | -2.7% |
| 3M | -3.6% | +31.7% | -35.4% | -12.8% |
| 6M | +23.7% | +24.7% | -1.1% | +13.7% |
| YTD | +22.9% | +11.8% | +11.1% | +16.0% |
| 1Y | +21.8% | -3.0% | +24.7% | +20.5% |
| 3Y | +114.4% | -1.1% | +115.6% | +103.4% |
| 5Y | +79.6% | +30.5% | +49.1% | +51.1% |
| All | +349.5% | +86.4% | +263.1% | +213.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling