+43.4%
GEV vs MOD
-33.9%
+77.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +9.9% | -2.7% | +2.8% |
| 7D | -3.8% | -13.9% | +10.1% | +1.9% |
| 30D | -17.4% | -41.5% | +24.1% | +3.1% |
| 3M | -16.2% | -45.7% | +29.5% | +7.2% |
| 6M | -20.2% | -61.1% | +40.9% | +15.7% |
| YTD | +27.2% | -20.5% | +47.7% | +35.5% |
| All | +43.4% | -33.9% | +77.3% | +65.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling