+492.6%
GEV vs MOD
-0.1%
+492.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -2.1% |
| 7D | -9.8% | -25.5% | +15.8% | +2.3% |
| 30D | -22.3% | -49.0% | +26.7% | +4.2% |
| 3M | -22.6% | -49.8% | +27.3% | +3.8% |
| 6M | -30.7% | -64.8% | +34.0% | +6.8% |
| YTD | +18.7% | -27.6% | +46.4% | +28.2% |
| 1Y | +41.0% | -35.2% | +76.2% | +59.3% |
| All | +492.6% | -0.1% | +492.7% | +418.4% |
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