+1,544.7%
MOD vs GPC
+2,100.6%
-555.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.6% | -5.7% | -6.2% |
| 7D | -34.2% | +1.7% | -35.8% | -35.2% |
| 30D | -51.9% | -2.3% | -49.6% | -51.7% |
| 3M | -53.0% | -4.5% | -48.5% | -52.3% |
| 6M | -66.4% | +21.6% | -87.9% | -72.3% |
| YTD | -31.5% | +4.0% | -35.6% | -38.0% |
| 1Y | -39.6% | +3.5% | -43.1% | -45.0% |
| 3Y | +116.8% | +2.1% | +114.7% | +85.9% |
| 5Y | +713.8% | +5.5% | +708.3% | +578.1% |
| 10Y | +882.7% | +90.7% | +791.9% | +409.0% |
| All | +1,544.7% | +2,100.6% | -555.9% | +236.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling