+229.5%
GM vs MOD
+201.5%
+28.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +27.9% | -28.2% | -3.8% |
| 7D | -0.2% | +40.4% | -40.6% | -4.9% |
| 30D | +3.6% | -14.0% | +17.6% | +4.7% |
| 3M | -0.2% | -33.3% | +33.1% | +4.3% |
| 6M | +13.9% | -51.4% | +65.3% | +23.7% |
| YTD | +6.5% | +1.6% | +4.8% | +1.3% |
| 1Y | +20.7% | +5.4% | +15.3% | +13.6% |
| 3Y | +229.5% | +191.0% | +38.5% | +95.1% |
| All | +229.5% | +201.5% | +28.0% | +95.1% |
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 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