+554.2%
GLW vs MOD
+822.6%
-268.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +15.5% | +16.1% | -0.6% | +11.0% |
| 30D | -19.6% | -38.5% | +19.0% | -8.5% |
| 3M | -28.5% | -46.8% | +18.3% | -15.5% |
| 6M | -39.5% | -61.6% | +22.1% | -21.9% |
| YTD | +37.2% | -20.5% | +57.7% | +49.8% |
| 1Y | +35.4% | -28.0% | +63.4% | +50.8% |
| 3Y | +359.7% | +134.9% | +224.7% | +270.8% |
| 5Y | +244.0% | +833.2% | -589.2% | +91.2% |
| All | +554.2% | +822.6% | -268.4% | +237.5% |
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