+493.9%
GLW vs MOD
+911.6%
-417.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | +1.0% |
| 7D | -13.9% | -25.5% | +11.6% | -7.1% |
| 30D | -35.0% | -49.0% | +14.0% | -22.3% |
| 3M | -32.4% | -49.8% | +17.5% | -18.8% |
| 6M | -41.3% | -64.8% | +23.4% | -22.5% |
| YTD | +21.8% | -27.6% | +49.5% | +36.3% |
| 1Y | +21.8% | -35.2% | +57.0% | +39.2% |
| 3Y | +307.7% | +137.1% | +170.5% | +229.8% |
| 5Y | +213.7% | +760.3% | -546.6% | +78.5% |
| All | +493.9% | +911.6% | -417.7% | +214.2% |
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