+110.7%
FE vs GRMN
+693.0%
-582.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | 0.0% |
| 7D | -1.1% | +6.4% | -7.5% | -2.4% |
| 30D | +4.6% | +8.7% | -4.1% | +2.7% |
| 3M | -0.8% | -5.8% | +5.0% | +0.2% |
| 6M | +7.3% | +22.5% | -15.3% | +1.9% |
| YTD | +8.3% | +45.6% | -37.3% | -1.5% |
| 1Y | +5.7% | +47.5% | -41.8% | -4.3% |
| 3Y | +49.0% | +166.2% | -117.2% | +7.9% |
| 5Y | +49.2% | +124.1% | -74.9% | +12.4% |
| 10Y | +110.7% | +668.0% | -557.3% | +19.2% |
| All | +110.7% | +693.0% | -582.3% | +19.2% |
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 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