+321.2%
MOD vs GAP
+114.4%
+206.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.2% |
| 7D | +9.6% | -4.5% | +14.1% | +11.1% |
| 30D | 0.0% | +9.0% | -9.0% | -3.4% |
| 3M | -35.4% | +5.0% | -40.4% | -37.1% |
| 6M | -7.3% | -17.8% | +10.5% | -3.2% |
| YTD | +45.8% | -10.4% | +56.2% | +47.4% |
| 1Y | +43.1% | -3.4% | +46.5% | +40.6% |
| All | +321.2% | +114.4% | +206.7% | +229.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling