+906.4%
MOD vs GPC
+85.6%
+820.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +6.5% |
| 7D | -25.5% | +1.6% | -27.1% | -26.5% |
| 30D | -49.0% | -2.1% | -46.9% | -48.9% |
| 3M | -49.8% | -6.8% | -43.0% | -48.4% |
| 6M | -64.8% | +18.6% | -83.4% | -69.8% |
| YTD | -27.6% | +2.7% | -30.3% | -33.1% |
| 1Y | -35.2% | +1.8% | -37.0% | -39.7% |
| 3Y | +137.1% | +1.1% | +136.1% | +107.1% |
| 5Y | +760.3% | +4.1% | +756.2% | +629.9% |
| All | +906.4% | +85.6% | +820.8% | +504.8% |
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