-7.3%
MOD vs GRMN
+10.8%
-18.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | +9.6% | -2.9% | +12.4% | +9.5% |
| 30D | 0.0% | -8.4% | +8.5% | -0.1% |
| 3M | -35.4% | +15.0% | -50.4% | -37.2% |
| 6M | -7.3% | +11.2% | -18.5% | -7.2% |
| All | -7.3% | +10.8% | -18.1% | -7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling