+972.1%
FDX vs GRMN
+6,655.2%
-5,683.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -2.5% | -2.9% | +0.3% | -1.7% |
| 30D | +3.8% | -8.4% | +12.2% | +6.4% |
| 3M | -1.3% | +15.0% | -16.3% | -5.9% |
| 6M | +5.0% | +11.2% | -6.2% | +1.0% |
| YTD | +39.6% | +37.7% | +1.9% | +25.9% |
| 1Y | +81.1% | +18.5% | +62.7% | +69.9% |
| 3Y | +63.0% | +175.8% | -112.8% | +17.6% |
| 5Y | +65.6% | +75.1% | -9.5% | +34.7% |
| 10Y | +183.4% | +637.0% | -453.7% | +58.3% |
| All | +972.1% | +6,655.2% | -5,683.1% | +238.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling