+297.0%
MOD vs GWRE
+51.5%
+245.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.0% | +1.7% | -3.1% |
| 7D | +3.6% | -26.2% | +29.8% | +4.7% |
| 30D | -2.6% | -17.8% | +15.1% | -2.3% |
| 3M | -33.1% | +14.2% | -47.4% | -35.6% |
| 6M | -7.5% | -12.9% | +5.4% | -6.5% |
| YTD | +39.3% | -29.2% | +68.5% | +50.9% |
| 1Y | +34.3% | -44.4% | +78.7% | +61.1% |
| All | +297.0% | +51.5% | +245.5% | +154.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling