+2,762.0%
GPN vs MOD
+418.9%
+2,343.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.2% | +1.6% |
| 7D | +0.6% | -25.5% | +26.1% | +5.2% |
| 30D | +20.1% | -49.0% | +69.1% | +33.4% |
| 3M | +11.4% | -49.8% | +61.2% | +23.4% |
| 6M | +40.8% | -64.8% | +105.6% | +62.9% |
| YTD | +27.1% | -27.6% | +54.7% | +27.0% |
| 1Y | +29.2% | -35.2% | +64.4% | +30.7% |
| 3Y | -9.4% | +137.1% | -146.5% | -32.8% |
| 5Y | -25.1% | +760.3% | -785.4% | -58.3% |
| 10Y | +46.1% | +938.8% | -892.8% | -31.9% |
| All | +2,762.0% | +418.9% | +2,343.2% | +1,078.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling