+599.3%
MTUM vs GPC
+169.6%
+429.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.4% |
| 7D | +1.7% | +1.2% | +0.5% | +1.3% |
| 30D | -1.7% | +6.0% | -7.6% | -3.6% |
| 3M | -6.3% | +42.6% | -49.0% | -18.1% |
| 6M | +21.8% | +22.8% | -0.9% | +11.9% |
| YTD | +22.0% | +15.5% | +6.6% | +13.4% |
| 1Y | +25.3% | +2.0% | +23.3% | +21.7% |
| 3Y | +112.1% | -1.4% | +113.6% | +101.3% |
| 5Y | +76.2% | +30.6% | +45.6% | +46.9% |
| 10Y | +340.1% | +80.6% | +259.5% | +198.8% |
| All | +599.3% | +169.6% | +429.7% | +288.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling