+17.5%
GFS vs MOD
-33.9%
+51.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.9% | -5.0% | +0.9% |
| 7D | -3.1% | -13.9% | +10.8% | +1.7% |
| 30D | -16.0% | -41.5% | +25.5% | +2.0% |
| 3M | -24.7% | -45.7% | +21.0% | -6.4% |
| 6M | -45.1% | -61.1% | +16.0% | -22.4% |
| YTD | +16.5% | -20.5% | +37.0% | +50.4% |
| All | +17.5% | -33.9% | +51.4% | +56.9% |
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