+231.3%
GM vs MOD
+1,486.8%
-1,255.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +1.0% | -1.5% |
| 7D | -1.1% | +3.6% | -4.7% | -2.0% |
| 30D | -4.6% | -2.6% | -1.9% | -4.2% |
| 3M | +0.2% | -33.1% | +33.4% | +9.3% |
| 6M | +12.6% | -7.5% | +20.1% | +11.1% |
| YTD | +3.7% | +39.3% | -35.6% | -9.8% |
| 1Y | +45.6% | +34.3% | +11.4% | +25.5% |
| 3Y | +162.0% | +296.2% | -134.2% | +45.9% |
| 5Y | +80.5% | +1,504.6% | -1,424.1% | -39.2% |
| 10Y | +231.3% | +1,511.5% | -1,280.2% | -9.0% |
| All | +231.3% | +1,486.8% | -1,255.4% | -9.0% |
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 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