-1.4%
MOD vs GLXY
-40.0%
+38.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.1% |
| 7D | -17.8% | -16.2% | -1.7% | -12.9% |
| 30D | -43.2% | -30.6% | -12.6% | -37.2% |
| 3M | -46.0% | -27.7% | -18.3% | -41.2% |
| 6M | -62.2% | -53.3% | -8.9% | -55.2% |
| YTD | -22.8% | -36.9% | +14.1% | -16.5% |
| 1Y | -35.5% | -55.6% | +20.1% | -25.7% |
| All | -1.4% | -40.0% | +38.6% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling