+13.4%
GD vs MOD
+45.0%
-31.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.1% | -1.9% |
| 7D | -5.3% | +9.6% | -14.8% | -5.6% |
| 30D | -6.4% | 0.0% | -6.5% | -6.5% |
| 3M | +5.7% | -35.4% | +41.1% | +7.1% |
| 6M | -0.9% | -7.3% | +6.3% | -2.4% |
| YTD | +8.2% | +45.8% | -37.6% | +2.0% |
| 1Y | +13.4% | +43.1% | -29.7% | +8.1% |
| All | +13.4% | +45.0% | -31.6% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling