+52.1%
GPN vs MOD
+920.5%
-868.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.9% | +6.8% | +4.3% |
| 7D | +3.7% | -17.8% | +21.5% | +6.1% |
| 30D | +23.6% | -43.2% | +66.8% | +33.2% |
| 3M | +18.3% | -46.0% | +64.3% | +27.8% |
| 6M | +47.8% | -62.2% | +110.1% | +66.2% |
| YTD | +32.6% | -22.8% | +55.4% | +30.2% |
| 1Y | +36.0% | -35.5% | +71.4% | +36.8% |
| 3Y | -3.9% | +128.2% | -132.1% | -28.3% |
| 5Y | -19.4% | +791.6% | -811.0% | -55.5% |
| 10Y | +52.1% | +886.3% | -834.2% | -25.3% |
| All | +52.1% | +920.5% | -868.4% | -25.3% |
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 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