-20.1%
GIS vs MOD
+40.7%
-60.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.7% |
| 7D | -8.3% | +6.3% | -14.6% | -7.6% |
| 30D | +2.2% | -1.7% | +3.8% | +2.2% |
| 3M | +15.7% | -30.1% | +45.8% | +13.0% |
| 6M | -12.0% | +2.7% | -14.7% | -12.7% |
| YTD | -15.0% | +44.1% | -59.0% | -13.8% |
| 1Y | -20.1% | +38.7% | -58.9% | -19.2% |
| All | -20.1% | +40.7% | -60.8% | -19.2% |
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