+40.0%
GLW vs MOD
-6.2%
+46.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +27.9% | -32.2% | -18.2% |
| 7D | +7.7% | +40.4% | -32.7% | -12.6% |
| 30D | -18.8% | -14.0% | -4.8% | -13.8% |
| 3M | -27.7% | -33.3% | +5.6% | -11.1% |
| 6M | -44.4% | -51.4% | +7.0% | -18.0% |
| YTD | +31.3% | +1.6% | +29.7% | +52.6% |
| 1Y | +40.0% | +5.4% | +34.7% | +59.1% |
| All | +40.0% | -6.2% | +46.2% | +59.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling