+928.3%
FDX vs GRMN
+6,890.4%
-5,962.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -1.6% | +4.7% | -6.4% | -2.9% |
| 30D | +6.6% | +3.4% | +3.2% | +5.4% |
| 3M | -2.1% | -5.0% | +3.0% | -0.9% |
| 6M | +2.2% | +18.6% | -16.4% | -3.7% |
| YTD | +33.9% | +42.5% | -8.6% | +19.2% |
| 1Y | +50.2% | +42.3% | +7.9% | +33.7% |
| 3Y | +65.5% | +158.5% | -92.9% | +21.5% |
| 5Y | +74.1% | +123.6% | -49.5% | +32.2% |
| 10Y | +156.7% | +682.5% | -525.8% | +40.8% |
| All | +928.3% | +6,890.4% | -5,962.1% | +220.2% |
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