+964.0%
FDX vs GRMN
+7,042.9%
-6,078.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +2.8% |
| 7D | +0.2% | +6.4% | -6.2% | -1.6% |
| 30D | +9.3% | +8.7% | +0.6% | +6.6% |
| 3M | +0.5% | -5.8% | +6.3% | +1.9% |
| 6M | +5.3% | +22.5% | -17.2% | -1.7% |
| YTD | +38.6% | +45.6% | -7.0% | +22.6% |
| 1Y | +53.5% | +47.5% | +6.1% | +35.2% |
| 3Y | +74.2% | +166.2% | -92.0% | +26.8% |
| 5Y | +75.3% | +124.1% | -48.8% | +33.1% |
| 10Y | +156.3% | +668.0% | -511.8% | +41.0% |
| All | +964.0% | +7,042.9% | -6,078.9% | +229.3% |
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