-62.5%
MOD vs GAP
-5.8%
-56.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +3.2% |
| 7D | +8.2% | -9.3% | +17.6% | +6.2% |
| 30D | -38.2% | -5.5% | -32.7% | -38.1% |
| 3M | -46.2% | +3.5% | -49.7% | -45.5% |
| 6M | -62.5% | +0.7% | -63.2% | -61.4% |
| All | -62.5% | -5.8% | -56.7% | -61.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling