+35.8%
GFS vs MOD
+45.0%
-9.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.8% | -0.2% |
| 7D | +1.0% | +9.6% | -8.6% | -2.7% |
| 30D | -8.6% | 0.0% | -8.6% | -8.5% |
| 3M | -46.5% | -35.4% | -11.2% | -37.7% |
| 6M | -4.8% | -7.3% | +2.4% | +1.6% |
| YTD | +29.7% | +45.8% | -16.1% | +30.4% |
| 1Y | +35.8% | +43.1% | -7.3% | +38.4% |
| All | +35.8% | +45.0% | -9.1% | +38.4% |
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