+153.1%
GE vs MOD
+1,642.7%
-1,489.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | +0.1% |
| 7D | -1.6% | +9.6% | -11.2% | -3.7% |
| 30D | -11.6% | 0.0% | -11.6% | -11.8% |
| 3M | +3.0% | -35.4% | +38.4% | +12.3% |
| 6M | -0.5% | -7.3% | +6.8% | -1.4% |
| YTD | +9.7% | +45.8% | -36.1% | -2.9% |
| 1Y | +20.0% | +43.1% | -23.1% | +4.9% |
| 3Y | +275.8% | +297.7% | -21.8% | +136.5% |
| 5Y | +429.1% | +1,478.8% | -1,049.7% | +122.6% |
| All | +153.1% | +1,642.7% | -1,489.6% | -15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling