+791.6%
MOD vs GAP
+7.5%
+784.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.6% |
| 7D | -17.8% | -0.1% | -17.7% | -18.4% |
| 30D | -43.2% | -5.4% | -37.8% | -42.7% |
| 3M | -46.0% | +2.9% | -48.9% | -47.5% |
| 6M | -62.2% | -4.4% | -57.8% | -63.0% |
| YTD | -22.8% | -11.6% | -11.2% | -22.6% |
| 1Y | -35.5% | -6.0% | -29.4% | -36.6% |
| 3Y | +128.2% | +78.0% | +50.2% | +73.9% |
| 5Y | +791.6% | +8.5% | +783.1% | +569.3% |
| All | +791.6% | +7.5% | +784.1% | +569.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling