+205.0%
GLD vs MOD
+911.6%
-706.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -0.8% |
| 7D | +4.7% | -25.5% | +30.3% | +4.9% |
| 30D | -0.9% | -49.0% | +48.1% | -0.4% |
| 3M | -4.4% | -49.8% | +45.4% | -3.9% |
| 6M | -13.6% | -64.8% | +51.2% | -12.9% |
| YTD | -6.0% | -27.6% | +21.6% | -5.2% |
| 1Y | +1.8% | -35.2% | +37.0% | +2.6% |
| 3Y | +103.2% | +137.1% | -34.0% | +107.5% |
| 5Y | +119.3% | +760.3% | -640.9% | +127.3% |
| All | +205.0% | +911.6% | -706.7% | +220.7% |
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