+1,520.5%
MOD vs GWW
+557.3%
+963.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | +0.6% |
| 7D | +6.3% | -1.5% | +7.9% | +7.5% |
| 30D | -1.7% | +1.1% | -2.8% | -2.4% |
| 3M | -30.1% | -1.0% | -29.1% | -29.6% |
| 6M | +2.7% | +16.3% | -13.6% | -7.1% |
| YTD | +44.1% | +28.5% | +15.6% | +21.7% |
| 1Y | +38.7% | +30.3% | +8.5% | +16.3% |
| 3Y | +309.8% | +91.6% | +218.2% | +174.7% |
| 5Y | +1,569.7% | +224.0% | +1,345.7% | +704.7% |
| 10Y | +1,520.5% | +551.3% | +969.2% | +522.0% |
| All | +1,520.5% | +557.3% | +963.2% | +522.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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