-33.5%
MOD vs GTLB
+3.0%
-36.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.0% | +11.9% | +9.7% |
| 7D | -13.9% | -9.6% | -4.4% | -14.4% |
| 30D | -41.5% | -14.5% | -27.1% | -42.0% |
| 3M | -45.7% | +20.9% | -66.6% | -44.2% |
| 6M | -61.1% | +81.4% | -142.5% | -58.4% |
| YTD | -20.5% | +25.6% | -46.0% | -10.6% |
| All | -33.5% | +3.0% | -36.5% | -20.9% |
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