+145.9%
GLDM vs MOD
+1,486.5%
-1,340.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.0% |
| 7D | -0.5% | +9.6% | -10.1% | -0.7% |
| 30D | +4.4% | 0.0% | +4.4% | +4.4% |
| 3M | -1.1% | -35.4% | +34.3% | -0.4% |
| 6M | -13.7% | -7.3% | -6.4% | -13.5% |
| YTD | +2.8% | +45.8% | -43.0% | +2.8% |
| 1Y | +24.8% | +43.1% | -18.3% | +24.9% |
| 3Y | +127.8% | +297.7% | -169.9% | +128.5% |
| All | +145.9% | +1,486.5% | -1,340.6% | +149.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling