+371.1%
GH vs MOD
+787.2%
-416.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +27.9% | -29.9% | -5.9% |
| 7D | +0.6% | +40.4% | -39.9% | -4.7% |
| 30D | -6.9% | -14.0% | +7.1% | -5.9% |
| 3M | -4.9% | -33.3% | +28.4% | -0.9% |
| 6M | +54.1% | -51.4% | +105.5% | +65.9% |
| YTD | +48.5% | +1.6% | +46.9% | +41.8% |
| 1Y | +61.2% | +5.4% | +55.8% | +52.3% |
| 3Y | +570.3% | +191.0% | +379.4% | +423.0% |
| 5Y | +46.1% | +1,093.1% | -1,047.0% | -7.2% |
| All | +371.1% | +787.2% | -416.1% | +157.1% |
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 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