-34.7%
GFS vs MOD
+748.9%
-783.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.7% | +0.5% | +4.4% |
| 7D | -7.8% | -25.5% | +17.7% | +0.6% |
| 30D | -19.7% | -49.0% | +29.3% | -1.5% |
| 3M | -23.1% | -49.8% | +26.7% | -5.6% |
| 6M | -46.4% | -64.8% | +18.4% | -26.6% |
| YTD | +11.0% | -27.6% | +38.7% | +22.6% |
| 1Y | +12.6% | -35.2% | +47.8% | +27.0% |
| 3Y | -24.9% | +137.1% | -162.1% | -48.9% |
| All | -34.7% | +748.9% | -783.6% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling