+219.3%
GLDM vs MOD
+432.8%
-213.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -21.4% | +25.1% | +3.9% |
| 7D | -0.3% | -31.3% | +31.1% | +0.1% |
| 30D | -1.9% | -46.1% | +44.3% | -1.3% |
| 3M | -0.4% | -51.1% | +50.7% | +0.3% |
| 6M | -10.1% | -62.1% | +52.0% | -9.3% |
| YTD | -5.8% | -26.2% | +20.3% | -5.0% |
| 1Y | +3.1% | -32.6% | +35.7% | +4.0% |
| 3Y | +103.4% | +133.8% | -30.4% | +107.5% |
| 5Y | +125.5% | +792.8% | -667.2% | +133.4% |
| All | +219.3% | +432.8% | -213.5% | +240.3% |
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 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