+76.1%
MTUM vs GTLB
-49.8%
+125.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.2% |
| 7D | +1.2% | -4.1% | +5.3% | +1.6% |
| 30D | -1.7% | +12.3% | -14.0% | -3.1% |
| 3M | -0.5% | +65.9% | -66.4% | -6.2% |
| 6M | +22.3% | +104.0% | -81.6% | +11.8% |
| YTD | +21.4% | +26.0% | -4.7% | +16.8% |
| 1Y | +20.0% | -3.5% | +23.5% | +18.8% |
| 3Y | +113.0% | -9.6% | +122.6% | +106.7% |
| All | +76.1% | -49.8% | +125.9% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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