-32.6%
MOD vs GRMN
+40.7%
-73.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +6.5% | -28.0% | -21.5% |
| 7D | -31.3% | +6.1% | -37.4% | -31.3% |
| 30D | -46.1% | +1.3% | -47.4% | -45.9% |
| 3M | -51.1% | -5.6% | -45.6% | -50.5% |
| 6M | -62.1% | +22.2% | -84.3% | -64.5% |
| YTD | -26.2% | +44.3% | -70.5% | -38.3% |
| 1Y | -32.6% | +43.1% | -75.6% | -41.8% |
| All | -32.6% | +40.7% | -73.2% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 1y: compounded portfolio wealth divided by compounded GRMN 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…
1y analysis · Full analysis span regression · 6 months rolling