+2,611.5%
GPN vs MOD
+968.5%
+1,643.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | +0.1% |
| 7D | +0.8% | +9.6% | -8.8% | -0.9% |
| 30D | +5.8% | 0.0% | +5.8% | +5.5% |
| 3M | +37.0% | -35.4% | +72.4% | +45.6% |
| 6M | +20.1% | -7.3% | +27.4% | +18.3% |
| YTD | +20.4% | +45.8% | -25.4% | +8.2% |
| 1Y | +7.4% | +43.1% | -35.7% | -4.3% |
| 3Y | -26.1% | +297.7% | -323.8% | -49.2% |
| 5Y | -38.5% | +1,478.8% | -1,517.3% | -68.8% |
| 10Y | +28.4% | +1,633.4% | -1,605.0% | -44.4% |
| All | +2,611.5% | +968.5% | +1,643.1% | +897.7% |
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