+129.7%
GLDM vs MOD
+300.6%
-171.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.0% |
| 7D | -0.5% | +9.6% | -10.1% | -0.8% |
| 30D | +4.4% | 0.0% | +4.4% | +4.4% |
| 3M | -1.1% | -35.4% | +34.3% | 0.0% |
| 6M | -13.7% | -7.3% | -6.4% | -13.4% |
| YTD | +2.8% | +45.8% | -43.0% | +2.8% |
| 1Y | +24.8% | +43.1% | -18.3% | +24.9% |
| All | +129.7% | +300.6% | -171.0% | +136.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling