+40.7%
GPN vs MOD
+822.6%
-782.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -0.5% | -11.5% | -11.9% |
| 7D | -7.1% | +16.1% | -23.2% | -9.3% |
| 30D | +7.7% | -38.5% | +46.2% | +14.7% |
| 3M | -0.1% | -46.8% | +46.7% | +8.3% |
| 6M | +29.4% | -61.6% | +91.0% | +45.3% |
| YTD | +15.1% | -20.5% | +35.6% | +12.5% |
| 1Y | +15.4% | -28.0% | +43.5% | +14.1% |
| 3Y | -16.5% | +134.9% | -151.5% | -38.2% |
| 5Y | -29.6% | +833.2% | -862.7% | -61.7% |
| All | +40.7% | +822.6% | -782.0% | -33.1% |
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 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