+25.3%
MTUM vs GSK
+31.2%
-5.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +1.7% |
| 7D | +1.7% | -1.8% | +3.5% | +1.6% |
| 30D | -1.7% | -2.2% | +0.5% | -1.7% |
| 3M | -6.3% | -1.8% | -4.5% | -6.5% |
| 6M | +21.8% | -10.6% | +32.5% | +21.9% |
| YTD | +22.0% | +4.4% | +17.6% | +22.7% |
| 1Y | +25.3% | +30.4% | -5.1% | +26.0% |
| All | +25.3% | +31.2% | -5.9% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling