+314.7%
MOD vs GFI
+319.1%
-4.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.5% |
| 7D | +9.6% | +3.1% | +6.5% | +9.0% |
| 30D | 0.0% | +27.1% | -27.1% | -3.7% |
| 3M | -35.4% | +21.2% | -56.5% | -37.5% |
| 6M | -7.3% | -4.5% | -2.8% | -8.1% |
| YTD | +45.8% | +11.7% | +34.1% | +41.5% |
| 1Y | +43.1% | +46.0% | -2.9% | +37.1% |
| All | +314.7% | +319.1% | -4.4% | +266.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling