+61.2%
GH vs MOD
-6.2%
+67.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +27.9% | -29.9% | -4.4% |
| 7D | +0.6% | +40.4% | -39.9% | -2.8% |
| 30D | -6.9% | -14.0% | +7.1% | -6.5% |
| 3M | -4.9% | -33.3% | +28.4% | -3.1% |
| 6M | +54.1% | -51.4% | +105.5% | +58.4% |
| YTD | +48.5% | +1.6% | +46.9% | +45.3% |
| 1Y | +61.2% | +5.4% | +55.8% | +57.4% |
| All | +61.2% | -6.2% | +67.3% | +57.4% |
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