+839.8%
MOD vs GWW
+653.9%
+185.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +2.9% |
| 7D | +8.2% | 0.0% | +8.2% | +8.3% |
| 30D | -38.2% | +14.0% | -52.1% | -44.2% |
| 3M | -46.2% | +14.4% | -60.6% | -51.7% |
| 6M | -62.5% | +21.7% | -84.2% | -67.7% |
| YTD | -20.1% | +48.4% | -68.5% | -39.8% |
| 1Y | -29.7% | +58.4% | -88.1% | -49.1% |
| 3Y | +136.2% | +92.3% | +43.9% | +53.9% |
| 5Y | +820.4% | +221.8% | +598.6% | +334.9% |
| 10Y | +839.8% | +657.6% | +182.3% | +229.8% |
| All | +839.8% | +653.9% | +185.9% | +229.8% |
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