+79.1%
MTUM vs GSK
+47.2%
+31.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.7% | -3.5% | +4.2% | +1.1% |
| 30D | -2.4% | -3.4% | +1.0% | -2.1% |
| 3M | -3.6% | -8.1% | +4.5% | -2.9% |
| 6M | +23.7% | -11.1% | +34.8% | +25.2% |
| YTD | +22.9% | +0.7% | +22.2% | +21.9% |
| 1Y | +21.8% | +20.1% | +1.6% | +17.1% |
| 3Y | +114.4% | +46.1% | +68.3% | +95.1% |
| All | +79.1% | +47.2% | +31.9% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling