+753.4%
MOD vs GWW
+217.3%
+536.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +6.3% |
| 7D | -25.5% | +6.0% | -31.5% | -30.1% |
| 30D | -49.0% | +14.0% | -63.0% | -55.1% |
| 3M | -49.8% | +12.5% | -62.4% | -55.5% |
| 6M | -64.8% | +23.6% | -88.4% | -71.2% |
| YTD | -27.6% | +43.6% | -71.3% | -47.9% |
| 1Y | -35.2% | +52.5% | -87.7% | -55.5% |
| 3Y | +137.1% | +92.6% | +44.6% | +39.3% |
| All | +753.4% | +217.3% | +536.1% | +226.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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