+562.0%
GLW vs MOD
+915.9%
-353.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.5% | +3.9% | +6.5% |
| 7D | +1.4% | +8.2% | -6.8% | -0.5% |
| 30D | -18.2% | -38.2% | +20.0% | -7.1% |
| 3M | -24.2% | -46.2% | +22.0% | -10.6% |
| 6M | -41.7% | -62.5% | +20.8% | -24.3% |
| YTD | +38.3% | -20.1% | +58.4% | +50.8% |
| 1Y | +38.2% | -29.7% | +67.9% | +54.5% |
| 3Y | +363.4% | +136.2% | +227.2% | +273.3% |
| 5Y | +254.6% | +820.4% | -565.8% | +97.6% |
| 10Y | +562.0% | +839.8% | -277.9% | +241.7% |
| All | +562.0% | +915.9% | -353.9% | +241.7% |
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