+5.5%
GD vs MOD
-63.3%
+68.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -21.4% | +18.9% | -2.9% |
| 7D | +3.0% | -31.3% | +34.3% | +2.2% |
| 30D | +10.5% | -46.1% | +56.6% | +9.2% |
| 3M | -5.0% | -51.1% | +46.2% | -6.2% |
| 6M | +5.5% | -62.1% | +67.5% | +2.5% |
| All | +5.5% | -63.3% | +68.8% | +2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling