+3,565.2%
MOD vs GPC
+2,341.8%
+1,223.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.1% |
| 7D | +9.6% | +0.4% | +9.2% | +9.2% |
| 30D | 0.0% | +5.1% | -5.1% | -3.6% |
| 3M | -35.4% | +41.5% | -76.9% | -51.3% |
| 6M | -7.3% | +21.8% | -29.1% | -22.5% |
| YTD | +45.8% | +14.6% | +31.2% | +25.3% |
| 1Y | +43.1% | +1.3% | +41.9% | +34.4% |
| 3Y | +297.7% | -1.4% | +299.1% | +254.6% |
| 5Y | +1,478.8% | +30.6% | +1,448.2% | +1,039.8% |
| 10Y | +1,633.4% | +80.6% | +1,552.8% | +852.8% |
| All | +3,565.2% | +2,341.8% | +1,223.5% | +607.3% |
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 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