+604.3%
MTUM vs GWRE
+288.9%
+315.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +0.7% | -13.2% | +14.0% | +3.9% |
| 30D | -2.4% | -18.6% | +16.1% | +1.0% |
| 3M | -3.6% | +18.9% | -22.5% | -10.8% |
| 6M | +23.7% | -11.0% | +34.6% | +21.4% |
| YTD | +22.9% | -29.9% | +52.8% | +28.2% |
| 1Y | +21.8% | -44.3% | +66.1% | +35.8% |
| 3Y | +114.4% | +51.7% | +62.8% | +68.1% |
| 5Y | +79.6% | +15.4% | +64.1% | +50.1% |
| 10Y | +356.2% | +129.4% | +226.8% | +202.1% |
| All | +604.3% | +288.9% | +315.5% | +323.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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