+816.6%
GLD vs MOD
+607.9%
+208.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -0.8% |
| 7D | -0.5% | +9.6% | -10.1% | -0.5% |
| 30D | +4.4% | 0.0% | +4.4% | +4.4% |
| 3M | -1.1% | -35.4% | +34.3% | -1.1% |
| 6M | -13.8% | -7.3% | -6.5% | -13.7% |
| YTD | +2.6% | +45.8% | -43.2% | +2.8% |
| 1Y | +24.5% | +43.1% | -18.6% | +24.8% |
| 3Y | +125.8% | +297.7% | -171.8% | +127.7% |
| 5Y | +137.8% | +1,478.8% | -1,341.0% | +141.6% |
| 10Y | +221.4% | +1,633.4% | -1,412.0% | +228.4% |
| All | +816.6% | +607.9% | +208.6% | +875.7% |
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 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