+839.8%
MOD vs GAP
+7.3%
+832.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +4.2% |
| 7D | +8.2% | -9.3% | +17.6% | +12.3% |
| 30D | -38.2% | -5.5% | -32.7% | -37.6% |
| 3M | -46.2% | +3.5% | -49.7% | -48.1% |
| 6M | -62.5% | +0.7% | -63.2% | -64.2% |
| YTD | -20.1% | -13.4% | -6.8% | -19.7% |
| 1Y | -29.7% | -7.7% | -22.0% | -31.2% |
| 3Y | +136.2% | +74.4% | +61.8% | +63.8% |
| 5Y | +820.4% | +5.3% | +815.0% | +614.4% |
| 10Y | +839.8% | +4.7% | +835.2% | +506.5% |
| All | +839.8% | +7.3% | +832.5% | +506.5% |
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