+33,435.9%
GILD vs MOD
+2,349.5%
+31,086.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.3% |
| 7D | -2.6% | +3.6% | -6.2% | -3.0% |
| 30D | +9.5% | -2.6% | +12.1% | +9.6% |
| 3M | +16.8% | -33.1% | +50.0% | +21.0% |
| 6M | +0.6% | -7.5% | +8.1% | -0.2% |
| YTD | +20.1% | +39.3% | -19.2% | +13.4% |
| 1Y | +29.1% | +34.3% | -5.2% | +21.4% |
| 3Y | +111.5% | +296.2% | -184.7% | +66.0% |
| 5Y | +147.6% | +1,504.6% | -1,357.0% | +58.4% |
| 10Y | +165.9% | +1,511.5% | -1,345.6% | +51.6% |
| All | +33,435.9% | +2,349.5% | +31,086.4% | +13,335.1% |
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