+205.6%
GLD vs MOD
+822.6%
-617.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.8% |
| 7D | -5.5% | +16.1% | -21.6% | -5.6% |
| 30D | -7.0% | -38.5% | +31.5% | -6.6% |
| 3M | -12.4% | -46.8% | +34.5% | -11.9% |
| 6M | -18.0% | -61.6% | +43.6% | -17.4% |
| YTD | -10.5% | -20.5% | +10.1% | -9.8% |
| 1Y | -8.1% | -28.0% | +20.0% | -7.4% |
| 3Y | +97.7% | +134.9% | -37.2% | +101.2% |
| 5Y | +103.4% | +833.2% | -729.7% | +109.8% |
| All | +205.6% | +822.6% | -617.0% | +218.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling