+1,535.8%
MOD vs GAP
+36.8%
+1,499.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.1% |
| 7D | +9.6% | -4.5% | +14.1% | +11.4% |
| 30D | 0.0% | +9.0% | -9.0% | -4.3% |
| 3M | -35.4% | +5.0% | -40.4% | -37.7% |
| 6M | -7.3% | -17.8% | +10.5% | -3.0% |
| YTD | +45.8% | -10.4% | +56.2% | +46.8% |
| 1Y | +43.1% | -3.4% | +46.5% | +39.3% |
| 3Y | +297.7% | +111.5% | +186.2% | +157.4% |
| 5Y | +1,478.8% | +8.8% | +1,469.9% | +1,123.1% |
| All | +1,535.8% | +36.8% | +1,499.0% | +937.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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