+886.3%
MOD vs GRMN
+655.8%
+230.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.3% |
| 7D | -17.8% | +6.3% | -24.2% | -21.3% |
| 30D | -43.2% | +7.6% | -50.8% | -46.4% |
| 3M | -46.0% | -7.5% | -38.6% | -44.5% |
| 6M | -62.2% | +21.2% | -83.5% | -67.9% |
| YTD | -22.8% | +44.0% | -66.8% | -41.5% |
| 1Y | -35.5% | +44.7% | -80.2% | -51.1% |
| 3Y | +128.2% | +160.5% | -32.3% | +8.9% |
| 5Y | +791.6% | +124.6% | +667.0% | +364.7% |
| 10Y | +886.3% | +651.6% | +234.7% | +137.7% |
| All | +886.3% | +655.8% | +230.6% | +137.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling