-30.4%
GIS vs MOD
+748.9%
-779.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.7% | -8.3% | -2.3% |
| 7D | +3.6% | -25.5% | +29.1% | +2.1% |
| 30D | +13.9% | -49.0% | +62.9% | +10.4% |
| 3M | +0.3% | -49.8% | +50.1% | -2.7% |
| 6M | +5.0% | -64.8% | +69.7% | +0.8% |
| YTD | -18.4% | -27.6% | +9.3% | -19.9% |
| 1Y | -17.4% | -35.2% | +17.8% | -19.1% |
| 3Y | -36.9% | +137.1% | -174.1% | -38.3% |
| All | -30.4% | +748.9% | -779.3% | -35.4% |
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