+1,445.3%
MOD vs GFI
+1,081.9%
+363.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -3.5% |
| 7D | -3.9% | -5.1% | +1.2% | -3.7% |
| 30D | -9.6% | +13.4% | -23.0% | -10.1% |
| 3M | -30.6% | +36.2% | -66.8% | -31.4% |
| 6M | -10.9% | -9.8% | -1.1% | -11.1% |
| YTD | +34.3% | +7.7% | +26.6% | +33.6% |
| 1Y | +18.3% | +27.2% | -8.9% | +17.6% |
| 3Y | +281.9% | +300.3% | -18.4% | +278.6% |
| 5Y | +1,486.4% | +539.8% | +946.6% | +1,486.7% |
| All | +1,445.3% | +1,081.9% | +363.5% | +1,649.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling