+746.1%
GLD vs MOD
+228.0%
+518.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.3% | +8.1% | +0.8% |
| 7D | +1.9% | -34.2% | +36.0% | +2.0% |
| 30D | -1.8% | -51.9% | +50.1% | -1.6% |
| 3M | -3.6% | -53.0% | +49.4% | -3.5% |
| 6M | -10.2% | -66.4% | +56.1% | -10.0% |
| YTD | -5.3% | -31.5% | +26.3% | -4.9% |
| 1Y | +2.5% | -39.6% | +42.0% | +2.8% |
| 3Y | +103.2% | +116.8% | -13.6% | +105.4% |
| 5Y | +121.1% | +713.8% | -592.7% | +125.1% |
| 10Y | +201.9% | +882.7% | -680.8% | +209.1% |
| All | +746.1% | +228.0% | +518.0% | +802.3% |
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