-35.5%
MOD vs GAP
-5.7%
-29.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.8% |
| 7D | -17.8% | -0.1% | -17.7% | -17.9% |
| 30D | -43.2% | -5.4% | -37.8% | -42.8% |
| 3M | -46.0% | +2.9% | -48.9% | -46.5% |
| 6M | -62.2% | -4.4% | -57.8% | -62.4% |
| YTD | -22.8% | -11.6% | -11.2% | -19.7% |
| 1Y | -35.5% | -6.0% | -29.4% | -34.4% |
| All | -35.5% | -5.7% | -29.8% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling