+966.8%
MOD vs GPC
+93.7%
+873.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.3% | +7.6% | +8.5% |
| 7D | -13.9% | +0.8% | -14.8% | -14.5% |
| 30D | -41.5% | -1.1% | -40.5% | -41.7% |
| 3M | -45.7% | -6.6% | -39.1% | -44.2% |
| 6M | -61.1% | +22.2% | -83.4% | -67.2% |
| YTD | -20.5% | +5.1% | -25.6% | -27.4% |
| 1Y | -32.1% | +2.8% | -34.9% | -37.1% |
| 3Y | +146.5% | +2.4% | +144.1% | +114.3% |
| 5Y | +812.7% | +7.8% | +805.0% | +658.8% |
| 10Y | +966.8% | +87.2% | +879.6% | +570.9% |
| All | +966.8% | +93.7% | +873.1% | +570.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling