+54.9%
GD vs MOD
+116.8%
-62.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.3% | +4.9% | -1.9% |
| 7D | -3.9% | -34.2% | +30.3% | -1.9% |
| 30D | +8.1% | -51.9% | +59.9% | +12.2% |
| 3M | -6.8% | -53.0% | +46.3% | -3.3% |
| 6M | +3.0% | -66.4% | +69.4% | +8.4% |
| YTD | +7.8% | -31.5% | +39.3% | +6.8% |
| 1Y | +5.8% | -39.6% | +45.4% | +5.6% |
| All | +54.9% | +116.8% | -62.0% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling