+1,819.7%
MOD vs GFI
+539.2%
+1,280.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.6% |
| 7D | +8.2% | +2.2% | +6.0% | +8.1% |
| 30D | -38.2% | +2.2% | -40.3% | -38.3% |
| 3M | -46.2% | -4.6% | -41.6% | -46.1% |
| 6M | -62.5% | -16.7% | -45.8% | -62.2% |
| YTD | -20.1% | -9.5% | -10.6% | -20.0% |
| 1Y | -29.7% | -6.8% | -22.9% | -29.7% |
| 3Y | +136.2% | +223.7% | -87.5% | +119.5% |
| 5Y | +820.4% | +321.8% | +498.6% | +732.6% |
| 10Y | +839.8% | +1,354.1% | -514.3% | +665.3% |
| All | +1,819.7% | +539.2% | +1,280.5% | +1,492.2% |
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 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