+1,569.7%
MOD vs GFI
+521.0%
+1,048.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | +6.3% | +5.7% | +0.7% | +5.6% |
| 30D | -1.7% | +15.6% | -17.3% | -3.4% |
| 3M | -30.1% | +31.5% | -61.6% | -32.6% |
| 6M | +2.7% | -3.7% | +6.4% | +2.1% |
| YTD | +44.1% | +11.2% | +32.8% | +40.9% |
| 1Y | +38.7% | +36.4% | +2.4% | +33.9% |
| 3Y | +309.8% | +313.5% | -3.7% | +261.9% |
| 5Y | +1,569.7% | +528.0% | +1,041.7% | +1,290.2% |
| All | +1,569.7% | +521.0% | +1,048.7% | +1,290.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling