+56.7%
GH vs MOD
-37.3%
+94.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.7% | -7.4% | -2.3% |
| 7D | -15.6% | -25.5% | +9.9% | -13.3% |
| 30D | -10.4% | -49.0% | +38.6% | -5.3% |
| 3M | -4.3% | -49.8% | +45.6% | +1.0% |
| 6M | +63.5% | -64.8% | +128.3% | +75.1% |
| YTD | +47.7% | -27.6% | +75.3% | +47.4% |
| 1Y | +56.7% | -35.2% | +91.9% | +55.5% |
| All | +56.7% | -37.3% | +94.1% | +55.5% |
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