-36.0%
GLW vs MOD
-65.4%
+29.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -7.3% | -5.6% | -8.1% |
| 7D | -19.7% | -34.2% | +14.4% | +4.2% |
| 30D | -38.8% | -51.9% | +13.1% | -0.5% |
| 3M | -33.9% | -53.0% | +19.2% | +8.5% |
| 6M | -36.0% | -66.4% | +30.4% | +37.2% |
| All | -36.0% | -65.4% | +29.4% | +37.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling