-18.0%
GIS vs MOD
+1,005.7%
-1,023.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +9.9% | -11.6% | -1.5% |
| 7D | +0.4% | -13.9% | +14.3% | +0.1% |
| 30D | +10.1% | -41.5% | +51.6% | +9.0% |
| 3M | -3.7% | -45.7% | +42.1% | -4.7% |
| 6M | +4.3% | -61.1% | +65.4% | +2.7% |
| YTD | -19.8% | -20.5% | +0.7% | -20.5% |
| 1Y | -20.5% | -32.1% | +11.7% | -21.2% |
| 3Y | -38.3% | +146.5% | -184.8% | -39.5% |
| 5Y | -32.2% | +812.7% | -844.9% | -35.4% |
| 10Y | -18.0% | +966.8% | -984.8% | -19.9% |
| All | -18.0% | +1,005.7% | -1,023.7% | -19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling