+222.0%
GLDM vs MOD
+394.0%
-172.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.3% | +8.1% | +0.9% |
| 7D | +1.9% | -34.2% | +36.0% | +2.3% |
| 30D | -1.7% | -51.9% | +50.2% | -1.0% |
| 3M | -3.5% | -53.0% | +49.5% | -2.9% |
| 6M | -10.1% | -66.4% | +56.3% | -9.3% |
| YTD | -5.0% | -31.5% | +26.5% | -4.1% |
| 1Y | +2.8% | -39.6% | +42.3% | +3.7% |
| 3Y | +105.1% | +116.8% | -11.7% | +109.4% |
| 5Y | +124.3% | +713.8% | -589.5% | +132.2% |
| All | +222.0% | +394.0% | -172.0% | +243.4% |
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