-19.2%
GIS vs MOD
+822.6%
-841.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.0% |
| 7D | -8.1% | +16.1% | -24.2% | -7.7% |
| 30D | +5.3% | -38.5% | +43.8% | +4.4% |
| 3M | -10.5% | -46.8% | +36.3% | -11.5% |
| 6M | +1.8% | -61.6% | +63.4% | +0.3% |
| YTD | -22.9% | -20.5% | -2.4% | -23.6% |
| 1Y | -22.9% | -28.0% | +5.1% | -23.6% |
| 3Y | -40.5% | +134.9% | -175.5% | -41.7% |
| 5Y | -34.9% | +833.2% | -868.0% | -38.1% |
| All | -19.2% | +822.6% | -841.8% | -22.1% |
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 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