+1,638.7%
MOD vs GWW
+15,772.9%
-14,134.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +6.2% |
| 7D | -25.5% | +6.0% | -31.5% | -29.1% |
| 30D | -49.0% | +14.0% | -63.0% | -53.7% |
| 3M | -49.8% | +12.5% | -62.4% | -54.2% |
| 6M | -64.8% | +23.6% | -88.4% | -69.6% |
| YTD | -27.6% | +43.6% | -71.3% | -43.1% |
| 1Y | -35.2% | +52.5% | -87.7% | -50.8% |
| 3Y | +137.1% | +92.6% | +44.6% | +58.7% |
| 5Y | +760.3% | +219.0% | +541.3% | +322.1% |
| 10Y | +938.8% | +713.8% | +225.0% | +179.6% |
| All | +1,638.7% | +15,772.9% | -14,134.2% | +103.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling