+906.4%
MOD vs GRMN
+668.8%
+237.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.9% |
| 7D | -25.5% | +4.7% | -30.3% | -28.2% |
| 30D | -49.0% | +3.4% | -52.4% | -50.8% |
| 3M | -49.8% | -5.0% | -44.8% | -49.2% |
| 6M | -64.8% | +18.6% | -83.4% | -69.7% |
| YTD | -27.6% | +42.5% | -70.1% | -45.0% |
| 1Y | -35.2% | +42.3% | -77.5% | -50.5% |
| 3Y | +137.1% | +158.5% | -21.3% | +13.2% |
| 5Y | +760.3% | +123.6% | +636.7% | +347.7% |
| All | +906.4% | +668.8% | +237.6% | +133.9% |
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