+36.6%
GH vs MOD
+748.9%
-712.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.7% | -7.4% | -2.8% |
| 7D | -15.6% | -25.5% | +9.9% | -11.0% |
| 30D | -10.4% | -49.0% | +38.6% | +1.4% |
| 3M | -4.3% | -49.8% | +45.6% | +7.9% |
| 6M | +63.5% | -64.8% | +128.3% | +94.2% |
| YTD | +47.7% | -27.6% | +75.3% | +47.0% |
| 1Y | +56.7% | -35.2% | +91.9% | +58.4% |
| 3Y | +443.9% | +137.1% | +306.7% | +246.1% |
| All | +36.6% | +748.9% | -712.3% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling