+147.7%
FDX vs GRMN
+676.1%
-528.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -1.6% | +4.7% | -6.4% | -3.7% |
| 30D | +6.6% | +3.4% | +3.2% | +4.7% |
| 3M | -2.1% | -5.0% | +3.0% | -0.3% |
| 6M | +2.2% | +18.6% | -16.4% | -7.3% |
| YTD | +33.9% | +42.5% | -8.6% | +10.4% |
| 1Y | +50.2% | +42.3% | +7.9% | +23.7% |
| 3Y | +65.5% | +158.5% | -92.9% | -5.9% |
| 5Y | +74.1% | +123.6% | -49.5% | +5.2% |
| All | +147.7% | +676.1% | -528.4% | -15.0% |
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