+181.9%
FANG vs GRMN
+677.8%
-495.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.5% | -2.0% |
| 7D | +2.9% | +2.4% | +0.5% | +1.7% |
| 30D | +2.6% | -8.5% | +11.1% | +6.4% |
| 3M | +7.6% | +19.5% | -11.9% | -1.7% |
| 6M | +17.3% | +21.2% | -3.9% | +5.2% |
| YTD | +38.7% | +41.0% | -2.4% | +14.7% |
| 1Y | +51.6% | +19.6% | +32.1% | +34.8% |
| 3Y | +50.0% | +183.8% | -133.8% | -22.1% |
| 5Y | +237.6% | +83.0% | +154.5% | +129.9% |
| All | +181.9% | +677.8% | -495.9% | -11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling