-34.9%
GIS vs MOD
+815.4%
-850.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.0% |
| 7D | -8.1% | +16.1% | -24.2% | -7.2% |
| 30D | +5.3% | -38.5% | +43.8% | +3.1% |
| 3M | -10.5% | -46.8% | +36.3% | -12.9% |
| 6M | +1.8% | -61.6% | +63.4% | -1.7% |
| YTD | -22.9% | -20.5% | -2.4% | -23.9% |
| 1Y | -22.9% | -28.0% | +5.1% | -24.0% |
| 3Y | -40.5% | +134.9% | -175.5% | -41.3% |
| 5Y | -34.9% | +833.2% | -868.0% | -39.2% |
| All | -34.9% | +815.4% | -850.3% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling