-33.5%
GIS vs MOD
+300.6%
-334.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.3% | -6.8% | -2.1% |
| 7D | -7.8% | +9.6% | -17.4% | -7.1% |
| 30D | +6.6% | 0.0% | +6.5% | +6.7% |
| 3M | +21.0% | -35.4% | +56.3% | +18.2% |
| 6M | -9.1% | -7.3% | -1.8% | -9.0% |
| YTD | -13.6% | +45.8% | -59.4% | -10.8% |
| 1Y | -18.0% | +43.1% | -61.2% | -15.1% |
| All | -33.5% | +300.6% | -334.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling