+5.4%
MOD vs GFI
-13.2%
+18.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.1% | +27.9% | +27.9% |
| 7D | +40.4% | -8.7% | +49.1% | +44.3% |
| 30D | -14.0% | +0.6% | -14.6% | -14.5% |
| 3M | -33.3% | -7.5% | -25.9% | -31.8% |
| 6M | -51.4% | -18.3% | -33.1% | -49.0% |
| YTD | +1.6% | -13.8% | +15.4% | -2.8% |
| 1Y | +5.4% | -8.8% | +14.2% | -4.5% |
| All | +5.4% | -13.2% | +18.6% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling