+1,488.6%
GIS vs MOD
+3,565.2%
-2,076.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.3% | -6.8% | -2.6% |
| 7D | -7.8% | +9.6% | -17.4% | -8.1% |
| 30D | +6.6% | 0.0% | +6.5% | +6.5% |
| 3M | +21.0% | -35.4% | +56.3% | +22.5% |
| 6M | -9.1% | -7.3% | -1.8% | -9.5% |
| YTD | -13.6% | +45.8% | -59.4% | -15.7% |
| 1Y | -18.0% | +43.1% | -61.2% | -20.2% |
| 3Y | -33.7% | +297.7% | -331.3% | -39.8% |
| 5Y | -19.4% | +1,478.8% | -1,498.2% | -32.9% |
| 10Y | -21.3% | +1,633.4% | -1,654.6% | -37.7% |
| All | +1,488.6% | +3,565.2% | -2,076.7% | +875.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling