+137.1%
MOD vs GTLB
+12.7%
+124.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.1% |
| 7D | -25.5% | -11.1% | -14.5% | -23.8% |
| 30D | -49.0% | -7.5% | -41.5% | -48.3% |
| 3M | -49.8% | +34.8% | -84.6% | -53.1% |
| 6M | -64.8% | +98.0% | -162.8% | -70.3% |
| YTD | -27.6% | +28.1% | -55.8% | -32.3% |
| 1Y | -35.2% | +5.6% | -40.8% | -35.4% |
| 3Y | +137.1% | +15.9% | +121.2% | +126.7% |
| All | +137.1% | +12.7% | +124.4% | +126.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling