+79.1%
MTUM vs GPN
-44.5%
+123.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.7% | -4.3% | +5.0% | +1.7% |
| 30D | -2.4% | 0.0% | -2.5% | -2.6% |
| 3M | -3.6% | +35.8% | -39.5% | -11.2% |
| 6M | +23.7% | +22.0% | +1.7% | +16.4% |
| YTD | +22.9% | +15.2% | +7.7% | +16.8% |
| 1Y | +21.8% | +3.5% | +18.3% | +18.7% |
| 3Y | +114.4% | -26.9% | +141.4% | +125.1% |
| All | +79.1% | -44.5% | +123.7% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling