+380.9%
GH vs MOD
+593.9%
-213.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +0.9% | +16.1% | -15.2% | -1.2% |
| 30D | -4.5% | -38.5% | +34.1% | +1.7% |
| 3M | -6.2% | -46.8% | +40.6% | +1.4% |
| 6M | +55.0% | -61.6% | +116.5% | +73.4% |
| YTD | +51.6% | -20.5% | +72.1% | +50.7% |
| 1Y | +58.3% | -28.0% | +86.3% | +58.8% |
| 3Y | +617.6% | +134.9% | +482.7% | +480.4% |
| 5Y | +49.2% | +833.2% | -784.0% | -1.4% |
| All | +380.9% | +593.9% | -213.0% | +173.2% |
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