+820.4%
MOD vs GTLB
-63.6%
+884.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.3% |
| 7D | +8.2% | -9.6% | +17.9% | +9.9% |
| 30D | -38.2% | -15.5% | -22.6% | -36.6% |
| 3M | -46.2% | +12.4% | -58.6% | -47.4% |
| 6M | -62.5% | +84.6% | -147.1% | -66.6% |
| YTD | -20.1% | +26.1% | -46.2% | -25.0% |
| 1Y | -29.7% | +1.7% | -31.4% | -31.3% |
| 3Y | +136.2% | +6.1% | +130.1% | +125.9% |
| 5Y | +820.4% | -61.1% | +881.5% | +712.6% |
| All | +820.4% | -63.6% | +884.0% | +712.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling