+124.3%
MOD vs GPC
+2.3%
+122.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.6% | -5.7% | -6.9% |
| 7D | -34.2% | +1.7% | -35.8% | -34.5% |
| 30D | -51.9% | -2.3% | -49.6% | -51.8% |
| 3M | -53.0% | -4.5% | -48.5% | -52.7% |
| 6M | -66.4% | +21.6% | -87.9% | -69.2% |
| YTD | -31.5% | +4.0% | -35.6% | -34.9% |
| 1Y | -39.6% | +3.5% | -43.1% | -42.2% |
| All | +124.3% | +2.3% | +122.0% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling