+146.5%
MOD vs GFI
+243.2%
-96.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.8% | +5.1% | +9.1% |
| 7D | -13.9% | +18.0% | -32.0% | -16.6% |
| 30D | -41.5% | +11.5% | -53.0% | -42.7% |
| 3M | -45.7% | +2.8% | -48.6% | -46.0% |
| 6M | -61.1% | -6.4% | -54.7% | -61.0% |
| YTD | -20.5% | -1.1% | -19.4% | -21.5% |
| 1Y | -32.1% | +10.8% | -42.9% | -33.6% |
| 3Y | +146.5% | +248.8% | -102.3% | +131.9% |
| All | +146.5% | +243.2% | -96.7% | +131.9% |
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