-29.3%
GFS vs MOD
+116.8%
-146.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -7.3% | -2.6% | -7.5% |
| 7D | -20.7% | -34.2% | +13.5% | -9.8% |
| 30D | -25.2% | -51.9% | +26.6% | -6.5% |
| 3M | -26.3% | -53.0% | +26.7% | -7.4% |
| 6M | -50.7% | -66.4% | +15.7% | -31.3% |
| YTD | +4.5% | -31.5% | +36.1% | +19.9% |
| 1Y | +2.5% | -39.6% | +42.0% | +20.3% |
| All | -29.3% | +116.8% | -146.2% | -59.1% |
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