+514.9%
GEV vs MOD
+40.3%
+474.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +27.9% | -29.7% | -13.7% |
| 7D | +3.7% | +40.4% | -36.7% | -12.6% |
| 30D | -14.7% | -14.0% | -0.7% | -11.1% |
| 3M | -23.4% | -33.3% | +9.9% | -11.3% |
| 6M | -24.3% | -51.4% | +27.1% | -0.9% |
| YTD | +23.2% | +1.6% | +21.6% | +12.0% |
| 1Y | +44.2% | +5.4% | +38.9% | +28.9% |
| All | +514.9% | +40.3% | +474.5% | +353.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling