-33.5%
MOD vs GAP
-4.6%
-29.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.5% | +6.4% | +9.5% |
| 7D | -13.9% | 0.0% | -14.0% | -14.0% |
| 30D | -41.5% | -4.3% | -37.2% | -41.1% |
| 3M | -45.7% | +9.4% | -55.1% | -47.0% |
| 6M | -61.1% | -3.3% | -57.8% | -61.3% |
| YTD | -20.5% | -10.5% | -10.0% | -17.4% |
| All | -33.5% | -4.6% | -29.0% | -32.5% |
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 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