+3,565.2%
MOD vs GFI
+688.7%
+2,876.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.4% |
| 7D | +9.6% | +3.1% | +6.5% | +9.4% |
| 30D | 0.0% | +27.1% | -27.1% | -1.4% |
| 3M | -35.4% | +21.2% | -56.5% | -36.2% |
| 6M | -7.3% | -4.5% | -2.8% | -7.2% |
| YTD | +45.8% | +11.7% | +34.1% | +44.3% |
| 1Y | +43.1% | +46.0% | -2.9% | +39.7% |
| 3Y | +297.7% | +309.6% | -11.9% | +264.5% |
| 5Y | +1,478.8% | +506.0% | +972.7% | +1,300.6% |
| 10Y | +1,633.4% | +1,009.2% | +624.2% | +1,333.8% |
| All | +3,565.2% | +688.7% | +2,876.5% | +2,906.0% |
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