+739.3%
GLD vs MOD
+253.8%
+485.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -21.4% | +25.1% | +3.7% |
| 7D | -0.3% | -31.3% | +31.1% | -0.2% |
| 30D | -1.9% | -46.1% | +44.3% | -1.7% |
| 3M | -0.4% | -51.1% | +50.7% | -0.3% |
| 6M | -10.2% | -62.1% | +51.9% | -10.0% |
| YTD | -6.0% | -26.2% | +20.2% | -5.7% |
| 1Y | +2.8% | -32.6% | +35.4% | +3.2% |
| 3Y | +101.6% | +133.8% | -32.3% | +103.7% |
| 5Y | +122.2% | +792.8% | -670.6% | +126.2% |
| 10Y | +199.5% | +959.8% | -760.3% | +206.6% |
| All | +739.3% | +253.8% | +485.5% | +794.9% |
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