+103.2%
GLD vs MOD
+129.2%
-26.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.0% |
| 7D | +4.7% | -25.5% | +30.3% | +5.7% |
| 30D | -0.9% | -49.0% | +48.1% | +1.6% |
| 3M | -4.4% | -49.8% | +45.4% | -2.0% |
| 6M | -13.6% | -64.8% | +51.2% | -10.5% |
| YTD | -6.0% | -27.6% | +21.6% | -3.9% |
| 1Y | +1.8% | -35.2% | +37.0% | +4.2% |
| 3Y | +103.2% | +137.1% | -34.0% | +104.1% |
| All | +103.2% | +129.2% | -26.0% | +104.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling