+966.8%
MOD vs GWW
+696.0%
+270.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.7% | +9.2% | +9.4% |
| 7D | -13.9% | +5.3% | -19.2% | -17.9% |
| 30D | -41.5% | +12.4% | -54.0% | -46.8% |
| 3M | -45.7% | +13.7% | -59.5% | -51.1% |
| 6M | -61.1% | +18.0% | -79.1% | -65.8% |
| YTD | -20.5% | +44.6% | -65.1% | -39.0% |
| 1Y | -32.1% | +53.1% | -85.2% | -49.8% |
| 3Y | +146.5% | +90.2% | +56.2% | +61.8% |
| 5Y | +812.7% | +215.0% | +597.7% | +337.2% |
| 10Y | +966.8% | +658.9% | +307.9% | +276.2% |
| All | +966.8% | +696.0% | +270.9% | +276.2% |
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