+43.1%
MOD vs GPC
+0.2%
+42.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.3% |
| 7D | +9.6% | +0.4% | +9.2% | +9.5% |
| 30D | 0.0% | +5.1% | -5.1% | -0.6% |
| 3M | -35.4% | +41.5% | -76.9% | -43.0% |
| 6M | -7.3% | +21.8% | -29.1% | -14.3% |
| YTD | +45.8% | +14.6% | +31.2% | +27.7% |
| 1Y | +43.1% | +1.3% | +41.9% | +30.2% |
| All | +43.1% | +0.2% | +42.9% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling