+185.7%
GS vs MOD
+1,486.5%
-1,300.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.9% |
| 7D | +0.9% | +9.6% | -8.6% | -1.1% |
| 30D | -1.6% | 0.0% | -1.6% | -1.7% |
| 3M | -4.5% | -35.4% | +30.9% | +4.0% |
| 6M | +20.9% | -7.3% | +28.1% | +20.4% |
| YTD | +19.9% | +45.8% | -25.9% | +7.2% |
| 1Y | +41.4% | +43.1% | -1.7% | +25.3% |
| 3Y | +239.2% | +297.7% | -58.5% | +121.5% |
| All | +185.7% | +1,486.5% | -1,300.7% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling