+1,569.7%
MOD vs GWRE
+22.2%
+1,547.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.8% | +6.6% | -0.3% |
| 7D | +6.3% | -25.6% | +31.9% | +9.3% |
| 30D | -1.7% | -12.2% | +10.5% | -1.1% |
| 3M | -30.1% | +17.7% | -47.8% | -33.6% |
| 6M | +2.7% | -11.3% | +14.0% | +2.7% |
| YTD | +44.1% | -25.5% | +69.6% | +50.5% |
| 1Y | +38.7% | -42.8% | +81.6% | +58.5% |
| 3Y | +309.8% | +59.0% | +250.8% | +228.5% |
| 5Y | +1,569.7% | +21.6% | +1,548.1% | +1,281.5% |
| All | +1,569.7% | +22.2% | +1,547.5% | +1,281.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling