+344.3%
MTUM vs GPN
+30.8%
+313.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.5% | -3.1% |
| 7D | -1.7% | -2.3% | +0.6% | -1.0% |
| 30D | -5.5% | -2.8% | -2.7% | -4.8% |
| 3M | -7.5% | +33.6% | -41.1% | -17.3% |
| 6M | +23.4% | +32.2% | -8.9% | +9.9% |
| YTD | +20.0% | +17.7% | +2.3% | +10.3% |
| 1Y | +19.1% | +7.1% | +12.0% | +12.7% |
| 3Y | +109.4% | -25.9% | +135.3% | +120.2% |
| 5Y | +76.2% | -41.5% | +117.7% | +97.2% |
| 10Y | +344.3% | +30.3% | +314.0% | +254.1% |
| All | +344.3% | +30.8% | +313.5% | +254.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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