+205.7%
GLW vs MOD
+720.4%
-514.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -7.3% | -5.6% | -10.6% |
| 7D | -19.7% | -34.2% | +14.4% | -9.1% |
| 30D | -38.8% | -51.9% | +13.1% | -23.7% |
| 3M | -33.9% | -53.0% | +19.2% | -17.0% |
| 6M | -36.0% | -66.4% | +30.4% | -11.1% |
| YTD | +18.7% | -31.5% | +50.3% | +40.1% |
| 1Y | +19.8% | -39.6% | +59.3% | +44.7% |
| 3Y | +294.3% | +116.8% | +177.5% | +251.4% |
| 5Y | +205.7% | +713.8% | -508.1% | +92.0% |
| All | +205.7% | +720.4% | -514.7% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling