+5.4%
MOD vs GTLB
+3.8%
+1.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.0% | +26.9% | +27.9% |
| 7D | +40.4% | -0.7% | +41.2% | +40.3% |
| 30D | -14.0% | -10.2% | -3.8% | -14.6% |
| 3M | -33.3% | +10.1% | -43.4% | -31.9% |
| 6M | -51.4% | +116.5% | -167.9% | -46.5% |
| YTD | +1.6% | +27.2% | -25.6% | +13.5% |
| 1Y | +5.4% | +8.6% | -3.2% | +22.1% |
| All | +5.4% | +3.8% | +1.6% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling