-21.6%
GFS vs MOD
+133.8%
-155.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -21.4% | +15.5% | +0.9% |
| 7D | -12.5% | -31.3% | +18.8% | -2.0% |
| 30D | -16.9% | -46.1% | +29.2% | 0.0% |
| 3M | -22.3% | -51.1% | +28.9% | -3.7% |
| 6M | -40.2% | -62.1% | +21.8% | -19.7% |
| YTD | +16.0% | -26.2% | +42.2% | +29.7% |
| 1Y | +17.7% | -32.6% | +50.2% | +33.4% |
| All | -21.6% | +133.8% | -155.4% | -55.8% |
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