+906.4%
MOD vs CG
+290.3%
+616.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +6.1% |
| 7D | -25.5% | -1.2% | -24.4% | -25.7% |
| 30D | -49.0% | +5.0% | -54.0% | -51.3% |
| 3M | -49.8% | -18.2% | -31.6% | -44.4% |
| 6M | -64.8% | -20.7% | -44.1% | -60.3% |
| YTD | -27.6% | -31.4% | +3.8% | -12.1% |
| 1Y | -35.2% | -22.3% | -12.9% | -27.0% |
| 3Y | +137.1% | +50.2% | +87.0% | +82.3% |
| 5Y | +760.3% | -22.1% | +782.3% | +809.1% |
| All | +906.4% | +290.3% | +616.1% | +348.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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