+19,851.2%
GD vs MOD
+3,565.2%
+16,286.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.1% | -2.3% |
| 7D | -5.3% | +9.6% | -14.8% | -6.4% |
| 30D | -6.4% | 0.0% | -6.5% | -6.6% |
| 3M | +5.7% | -35.4% | +41.1% | +10.9% |
| 6M | -0.9% | -7.3% | +6.3% | -2.0% |
| YTD | +8.2% | +45.8% | -37.6% | 0.0% |
| 1Y | +13.4% | +43.1% | -29.7% | +4.3% |
| 3Y | +68.5% | +297.7% | -229.2% | +26.9% |
| 5Y | +97.2% | +1,478.8% | -1,381.6% | +17.2% |
| 10Y | +190.2% | +1,633.4% | -1,443.2% | +53.1% |
| All | +19,851.2% | +3,565.2% | +16,286.0% | +9,534.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling