+190.4%
GD vs MOD
+857.0%
-666.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.3% | +4.9% | -1.5% |
| 7D | -3.9% | -34.2% | +30.3% | +0.4% |
| 30D | +8.1% | -51.9% | +59.9% | +16.8% |
| 3M | -6.8% | -53.0% | +46.3% | +0.6% |
| 6M | +3.0% | -66.4% | +69.4% | +14.4% |
| YTD | +7.8% | -31.5% | +39.3% | +8.1% |
| 1Y | +5.8% | -39.6% | +45.4% | +7.4% |
| 3Y | +55.3% | +116.8% | -61.5% | +24.5% |
| 5Y | +96.7% | +713.8% | -617.1% | +22.5% |
| All | +190.4% | +857.0% | -666.6% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling