+923.1%
MOD vs GRMN
+6,655.2%
-5,732.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | +9.6% | -2.9% | +12.4% | +10.9% |
| 30D | 0.0% | -8.4% | +8.5% | +3.9% |
| 3M | -35.4% | +15.0% | -50.4% | -40.6% |
| 6M | -7.3% | +11.2% | -18.5% | -13.4% |
| YTD | +45.8% | +37.7% | +8.1% | +23.6% |
| 1Y | +43.1% | +18.5% | +24.7% | +29.6% |
| 3Y | +297.7% | +175.8% | +121.9% | +143.1% |
| 5Y | +1,478.8% | +75.1% | +1,403.7% | +1,064.5% |
| 10Y | +1,633.4% | +637.0% | +996.4% | +620.6% |
| All | +923.1% | +6,655.2% | -5,732.2% | +125.9% |
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 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