+104.3%
GD vs MOD
+780.0%
-675.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -21.4% | +18.9% | -1.1% |
| 7D | +3.0% | -31.3% | +34.3% | +5.4% |
| 30D | +10.5% | -46.1% | +56.6% | +14.8% |
| 3M | -5.0% | -51.1% | +46.2% | -0.8% |
| 6M | +5.5% | -62.1% | +67.5% | +11.4% |
| YTD | +10.3% | -26.2% | +36.5% | +9.4% |
| 1Y | +8.2% | -32.6% | +40.7% | +7.7% |
| 3Y | +59.0% | +133.8% | -74.8% | +37.0% |
| 5Y | +104.3% | +792.8% | -688.5% | +53.5% |
| All | +104.3% | +780.0% | -675.7% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling