+753.4%
MOD vs GAP
+5.0%
+748.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.1% | +9.9% | +7.0% |
| 7D | -25.5% | -3.8% | -21.8% | -25.3% |
| 30D | -49.0% | -9.0% | -40.0% | -48.0% |
| 3M | -49.8% | +5.5% | -55.3% | -51.6% |
| 6M | -64.8% | -11.1% | -53.7% | -64.7% |
| YTD | -27.6% | -13.6% | -14.1% | -27.0% |
| 1Y | -35.2% | -2.9% | -32.3% | -37.2% |
| 3Y | +137.1% | +69.6% | +67.5% | +83.1% |
| All | +753.4% | +5.0% | +748.4% | +547.9% |
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