+410.2%
GLW vs MOD
+300.6%
+109.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.3% | +1.4% | +4.2% |
| 7D | +3.8% | +9.6% | -5.8% | +0.5% |
| 30D | -1.3% | 0.0% | -1.4% | -1.2% |
| 3M | -21.8% | -35.4% | +13.6% | -9.4% |
| 6M | +6.9% | -7.3% | +14.2% | +12.3% |
| YTD | +77.2% | +45.8% | +31.4% | +66.8% |
| 1Y | +123.2% | +43.1% | +80.1% | +110.2% |
| All | +410.2% | +300.6% | +109.6% | +279.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling