+526.6%
GEV vs MOD
+9.8%
+516.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +6.2% | +16.1% | -9.9% | -0.8% |
| 30D | -18.4% | -38.5% | +20.1% | +0.7% |
| 3M | -21.2% | -46.8% | +25.6% | +2.8% |
| 6M | -23.6% | -61.6% | +38.0% | +13.3% |
| YTD | +25.5% | -20.5% | +46.1% | +29.9% |
| 1Y | +42.6% | -28.0% | +70.6% | +53.7% |
| All | +526.6% | +9.8% | +516.9% | +425.2% |
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