+370.0%
MOD vs GRMN
+6,910.7%
-6,540.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.0% | -6.3% | -6.9% |
| 7D | -34.2% | +2.3% | -36.5% | -35.3% |
| 30D | -51.9% | +2.6% | -54.5% | -53.0% |
| 3M | -53.0% | -5.0% | -48.1% | -52.6% |
| 6M | -66.4% | +23.1% | -89.4% | -70.3% |
| YTD | -31.5% | +42.9% | -74.5% | -43.6% |
| 1Y | -39.6% | +41.7% | -81.2% | -49.9% |
| 3Y | +116.8% | +160.7% | -43.9% | +34.0% |
| 5Y | +713.8% | +124.2% | +589.6% | +436.1% |
| 10Y | +882.7% | +684.8% | +197.9% | +292.9% |
| All | +370.0% | +6,910.7% | -6,540.8% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling