+128.8%
MOD vs GRMN
+165.7%
-36.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +3.0% |
| 7D | +8.2% | +1.7% | +6.6% | +7.8% |
| 30D | -38.2% | +10.2% | -48.3% | -40.4% |
| 3M | -46.2% | -4.7% | -41.5% | -45.6% |
| 6M | -62.5% | +22.3% | -84.8% | -66.0% |
| YTD | -20.1% | +46.7% | -66.8% | -32.8% |
| 1Y | -29.7% | +49.6% | -79.3% | -41.2% |
| All | +128.8% | +165.7% | -36.9% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling