+163.1%
GH vs MOD
+45.0%
+118.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.1% |
| 7D | -0.1% | +9.6% | -9.6% | -0.8% |
| 30D | -1.1% | 0.0% | -1.1% | -1.1% |
| 3M | +21.3% | -35.4% | +56.7% | +23.8% |
| 6M | +73.5% | -7.3% | +80.8% | +71.9% |
| YTD | +58.0% | +45.8% | +12.2% | +54.1% |
| 1Y | +163.1% | +43.1% | +119.9% | +162.5% |
| All | +163.1% | +45.0% | +118.1% | +162.5% |
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