+86.2%
MOD vs GLXY
+12.0%
+74.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.5% |
| 7D | +9.6% | +13.4% | -3.9% | +6.2% |
| 30D | 0.0% | +38.1% | -38.1% | -7.7% |
| 3M | -35.4% | -7.3% | -28.1% | -35.5% |
| 6M | -7.3% | +8.2% | -15.4% | -10.5% |
| YTD | +45.8% | +17.8% | +28.0% | +34.2% |
| 1Y | +43.1% | +14.9% | +28.2% | +42.7% |
| All | +86.2% | +12.0% | +74.2% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling