-29.7%
MOD vs GFI
-6.9%
-22.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +4.0% |
| 7D | +8.2% | +2.2% | +6.0% | +7.6% |
| 30D | -38.2% | +2.2% | -40.3% | -38.7% |
| 3M | -46.2% | -4.6% | -41.6% | -45.5% |
| 6M | -62.5% | -16.7% | -45.8% | -60.8% |
| YTD | -20.1% | -9.5% | -10.6% | -26.6% |
| 1Y | -29.7% | -6.8% | -22.9% | -37.1% |
| All | -29.7% | -6.9% | -22.8% | -37.1% |
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 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