+1,530.3%
MOD vs GPC
+30.9%
+1,499.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.8% |
| 7D | +9.6% | +1.2% | +8.4% | +9.0% |
| 30D | 0.0% | +6.0% | -5.9% | -2.7% |
| 3M | -35.4% | +42.6% | -78.0% | -47.2% |
| 6M | -7.3% | +22.8% | -30.0% | -18.2% |
| YTD | +45.8% | +15.5% | +30.4% | +30.7% |
| 1Y | +43.1% | +2.0% | +41.1% | +37.6% |
| 3Y | +297.7% | -1.4% | +299.1% | +271.2% |
| All | +1,530.3% | +30.9% | +1,499.4% | +991.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling