+767.2%
GLW vs MOD
+1,642.7%
-875.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.3% | +1.4% | +4.6% |
| 7D | +3.8% | +9.6% | -5.8% | +1.3% |
| 30D | -1.3% | 0.0% | -1.4% | -1.3% |
| 3M | -21.8% | -35.4% | +13.6% | -12.1% |
| 6M | +6.9% | -7.3% | +14.2% | +10.6% |
| YTD | +77.2% | +45.8% | +31.4% | +64.8% |
| 1Y | +123.2% | +43.1% | +80.1% | +107.4% |
| 3Y | +400.0% | +297.7% | +102.3% | +248.4% |
| 5Y | +342.8% | +1,478.8% | -1,135.9% | +114.1% |
| All | +767.2% | +1,642.7% | -875.5% | +267.4% |
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