-12.7%
GFS vs MOD
+818.5%
-831.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -21.4% | +15.5% | +0.8% |
| 7D | -12.5% | -31.3% | +18.8% | -2.1% |
| 30D | -16.9% | -46.1% | +29.2% | -0.1% |
| 3M | -22.3% | -51.1% | +28.9% | -3.9% |
| 6M | -40.2% | -62.1% | +21.8% | -19.9% |
| YTD | +16.0% | -26.2% | +42.2% | +27.0% |
| 1Y | +17.7% | -32.6% | +50.2% | +30.8% |
| 3Y | -23.4% | +133.8% | -157.2% | -47.7% |
| 5Y | -35.4% | +792.8% | -828.1% | -74.1% |
| All | -12.7% | +818.5% | -831.3% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling