+488.8%
GS vs MOD
+857.0%
-368.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.3% | +0.9% | -4.7% |
| 7D | -6.3% | -34.2% | +27.8% | +2.1% |
| 30D | -3.1% | -51.9% | +48.7% | +13.2% |
| 3M | -17.7% | -53.0% | +35.4% | -3.8% |
| 6M | -4.6% | -66.4% | +61.8% | +18.9% |
| YTD | +0.3% | -31.5% | +31.9% | +4.0% |
| 1Y | +11.7% | -39.6% | +51.3% | +18.3% |
| 3Y | +183.6% | +116.8% | +66.7% | +104.0% |
| 5Y | +141.0% | +713.8% | -572.8% | +17.7% |
| All | +488.8% | +857.0% | -368.1% | +137.2% |
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