+1,754.9%
MOD vs GFI
+549.2%
+1,205.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.0% | +4.1% | -2.5% |
| 7D | -17.8% | +10.4% | -28.2% | -18.4% |
| 30D | -43.2% | +3.6% | -46.8% | -43.4% |
| 3M | -46.0% | -5.1% | -41.0% | -45.9% |
| 6M | -62.2% | -13.0% | -49.2% | -62.0% |
| YTD | -22.8% | -8.0% | -14.8% | -22.8% |
| 1Y | -35.5% | -5.0% | -30.4% | -35.6% |
| 3Y | +128.2% | +228.8% | -100.5% | +111.9% |
| 5Y | +791.6% | +354.4% | +437.2% | +703.5% |
| 10Y | +886.3% | +1,238.7% | -352.4% | +706.7% |
| All | +1,754.9% | +549.2% | +1,205.7% | +1,437.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling