+620.7%
GEV vs MOD
+101.4%
+519.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -1.9% |
| 7D | +3.3% | +9.6% | -6.3% | -1.0% |
| 30D | -7.5% | 0.0% | -7.5% | -7.6% |
| 3M | -2.2% | -35.4% | +33.2% | +17.6% |
| 6M | +12.1% | -7.3% | +19.4% | +12.5% |
| YTD | +44.4% | +45.8% | -1.4% | +15.5% |
| 1Y | +57.7% | +43.1% | +14.5% | +25.1% |
| All | +620.7% | +101.4% | +519.3% | +367.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling