+1,544.7%
MOD vs GAP
+2,273.6%
-728.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.6% | -1.6% | -5.4% |
| 7D | -34.2% | -2.1% | -32.1% | -34.2% |
| 30D | -51.9% | -5.1% | -46.8% | -51.5% |
| 3M | -53.0% | +9.8% | -62.8% | -55.4% |
| 6M | -66.4% | -3.6% | -62.7% | -67.2% |
| YTD | -31.5% | -9.8% | -21.7% | -32.0% |
| 1Y | -39.6% | -1.5% | -38.1% | -41.7% |
| 3Y | +116.8% | +74.3% | +42.5% | +62.1% |
| 5Y | +713.8% | +9.9% | +703.9% | +555.8% |
| 10Y | +882.7% | +22.9% | +859.8% | +584.9% |
| All | +1,544.7% | +2,273.6% | -728.9% | +604.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling