-32.6%
MOD vs GWRE
-24.5%
-8.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +5.9% | -27.4% | -19.6% |
| 7D | -31.3% | +2.2% | -33.6% | -30.4% |
| 30D | -46.1% | +4.5% | -50.6% | -44.9% |
| 3M | -51.1% | +6.4% | -57.6% | -48.9% |
| 6M | -62.1% | +18.8% | -80.9% | -56.7% |
| YTD | -26.2% | -15.1% | -11.1% | -19.8% |
| 1Y | -32.6% | -23.4% | -9.1% | -19.3% |
| All | -32.6% | -24.5% | -8.1% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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