+1,833.6%
GS vs MOD
+333.1%
+1,500.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -21.4% | +25.0% | +9.2% |
| 7D | +0.3% | -31.3% | +31.6% | +9.5% |
| 30D | +3.9% | -46.1% | +50.0% | +20.5% |
| 3M | -11.4% | -51.1% | +39.7% | +4.7% |
| 6M | +3.7% | -62.1% | +65.8% | +29.0% |
| YTD | +7.1% | -26.2% | +33.3% | +9.3% |
| 1Y | +19.7% | -32.6% | +52.2% | +23.8% |
| 3Y | +202.8% | +133.8% | +69.0% | +103.8% |
| 5Y | +156.7% | +792.8% | -636.0% | +11.4% |
| 10Y | +548.7% | +959.8% | -411.1% | +119.7% |
| All | +1,833.6% | +333.1% | +1,500.5% | +396.9% |
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