+604.3%
MTUM vs GPN
+315.6%
+288.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.7% | -4.6% | +5.3% | +2.2% |
| 30D | -2.4% | -0.3% | -2.2% | -2.6% |
| 3M | -3.6% | +35.4% | -39.1% | -14.1% |
| 6M | +23.7% | +21.7% | +2.0% | +13.5% |
| YTD | +22.9% | +14.9% | +8.0% | +14.0% |
| 1Y | +21.8% | +3.2% | +18.6% | +16.7% |
| 3Y | +114.4% | -27.1% | +141.6% | +125.8% |
| 5Y | +79.6% | -44.4% | +123.9% | +102.7% |
| 10Y | +356.2% | +27.0% | +329.3% | +269.9% |
| All | +604.3% | +315.6% | +288.7% | +305.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling