+105.9%
GILD vs MOD
+297.9%
-192.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.6% | -6.4% | -0.7% |
| 7D | -4.8% | -2.8% | -2.1% | -4.8% |
| 30D | +5.8% | -5.1% | +10.9% | +5.7% |
| 3M | +14.9% | -30.3% | +45.2% | +14.6% |
| 6M | -0.4% | -5.6% | +5.3% | -0.5% |
| YTD | +18.5% | +41.8% | -23.3% | +19.3% |
| 1Y | +25.1% | +28.9% | -3.8% | +25.9% |
| 3Y | +105.9% | +304.1% | -198.2% | +100.7% |
| All | +105.9% | +297.9% | -192.0% | +100.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling