+368.5%
GH vs MOD
+531.9%
-163.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.7% | -7.4% | -2.5% |
| 7D | -15.6% | -25.5% | +9.9% | -12.3% |
| 30D | -10.4% | -49.0% | +38.6% | -2.0% |
| 3M | -4.3% | -49.8% | +45.6% | +4.4% |
| 6M | +63.5% | -64.8% | +128.3% | +85.2% |
| YTD | +47.7% | -27.6% | +75.3% | +48.8% |
| 1Y | +56.7% | -35.2% | +91.9% | +59.6% |
| 3Y | +443.9% | +137.1% | +306.7% | +339.4% |
| 5Y | +36.9% | +760.3% | -723.4% | -8.4% |
| All | +368.5% | +531.9% | -163.3% | +169.8% |
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