+382.5%
GH vs MOD
+574.1%
-191.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.8% |
| 7D | -11.2% | -17.8% | +6.6% | -9.0% |
| 30D | -7.2% | -43.2% | +36.0% | -0.1% |
| 3M | -7.1% | -46.0% | +38.9% | +0.3% |
| 6M | +62.3% | -62.2% | +124.6% | +82.0% |
| YTD | +52.1% | -22.8% | +74.9% | +51.8% |
| 1Y | +58.6% | -35.5% | +94.1% | +61.7% |
| 3Y | +619.9% | +128.2% | +491.6% | +484.7% |
| 5Y | +49.7% | +791.6% | -741.9% | -0.6% |
| All | +382.5% | +574.1% | -191.6% | +175.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling