+1,007.4%
MOD vs GTLB
-49.4%
+1,056.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.0% | +26.9% | +27.7% |
| 7D | +40.4% | -0.7% | +41.2% | +40.6% |
| 30D | -14.0% | -10.2% | -3.8% | -12.5% |
| 3M | -33.3% | +10.1% | -43.4% | -34.6% |
| 6M | -51.4% | +116.5% | -167.9% | -57.8% |
| YTD | +1.6% | +27.2% | -25.6% | -4.7% |
| 1Y | +5.4% | +8.6% | -3.2% | +1.7% |
| 3Y | +191.0% | +5.6% | +185.4% | +178.3% |
| 5Y | +1,093.1% | -61.8% | +1,155.0% | +1,030.5% |
| All | +1,007.4% | -49.4% | +1,056.8% | +911.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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