-19.3%
GIS vs MOD
-33.9%
+14.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +9.9% | -11.6% | -0.4% |
| 7D | +0.4% | -13.9% | +14.3% | -1.0% |
| 30D | +10.1% | -41.5% | +51.6% | +4.0% |
| 3M | -3.7% | -45.7% | +42.1% | -9.4% |
| 6M | +4.3% | -61.1% | +65.4% | -4.2% |
| YTD | -19.8% | -20.5% | +0.7% | -23.9% |
| All | -19.3% | -33.9% | +14.6% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling