+376.5%
GH vs MOD
+497.7%
-121.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -7.3% | -1.7% | -8.0% |
| 7D | -17.2% | -34.2% | +16.9% | -12.4% |
| 30D | -10.1% | -51.9% | +41.8% | -0.9% |
| 3M | -6.0% | -53.0% | +47.1% | +3.6% |
| 6M | +71.4% | -66.4% | +137.7% | +95.5% |
| YTD | +50.2% | -31.5% | +81.8% | +52.5% |
| 1Y | +61.4% | -39.6% | +101.0% | +66.0% |
| 3Y | +435.2% | +116.8% | +318.3% | +338.0% |
| 5Y | +39.2% | +713.8% | -674.6% | -6.1% |
| All | +376.5% | +497.7% | -121.2% | +176.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling