-12.6%
MOD vs GLXY
-44.8%
+32.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -7.1% | -0.2% | -5.2% |
| 7D | -34.2% | -28.4% | -5.7% | -27.4% |
| 30D | -51.9% | -41.4% | -10.5% | -44.4% |
| 3M | -53.0% | -31.9% | -21.1% | -47.9% |
| 6M | -66.4% | -57.2% | -9.2% | -59.1% |
| YTD | -31.5% | -41.9% | +10.4% | -24.3% |
| 1Y | -39.6% | -58.7% | +19.2% | -28.9% |
| All | -12.6% | -44.8% | +32.2% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling