+1,531.9%
MOD vs GWRE
+131.0%
+1,400.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.5% |
| 7D | -2.8% | -13.2% | +10.5% | 0.0% |
| 30D | -5.1% | -18.6% | +13.5% | -2.3% |
| 3M | -30.3% | +18.9% | -49.2% | -35.9% |
| 6M | -5.6% | -11.0% | +5.3% | -7.9% |
| YTD | +41.8% | -29.9% | +71.7% | +47.1% |
| 1Y | +28.9% | -44.3% | +73.2% | +45.0% |
| 3Y | +304.1% | +51.7% | +252.5% | +213.1% |
| 5Y | +1,575.2% | +15.4% | +1,559.8% | +1,288.5% |
| All | +1,531.9% | +131.0% | +1,400.9% | +886.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling