+966.8%
MOD vs GRMN
+693.0%
+273.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.2% | +7.7% | +8.7% |
| 7D | -13.9% | +6.4% | -20.3% | -17.6% |
| 30D | -41.5% | +8.7% | -50.3% | -45.1% |
| 3M | -45.7% | -5.8% | -40.0% | -44.7% |
| 6M | -61.1% | +22.5% | -83.7% | -67.2% |
| YTD | -20.5% | +45.6% | -66.1% | -40.2% |
| 1Y | -32.1% | +47.5% | -79.6% | -49.1% |
| 3Y | +146.5% | +166.2% | -19.8% | +15.9% |
| 5Y | +812.7% | +124.1% | +688.6% | +377.0% |
| 10Y | +966.8% | +668.0% | +298.8% | +147.4% |
| All | +966.8% | +693.0% | +273.8% | +147.4% |
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