+5.1%
FE vs GRMN
+46.6%
-41.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.4% |
| 7D | -1.1% | +6.4% | -7.5% | -1.2% |
| 30D | +4.6% | +8.7% | -4.1% | +4.6% |
| 3M | -0.8% | -5.8% | +5.0% | -0.7% |
| 6M | +7.3% | +22.5% | -15.3% | +6.8% |
| YTD | +8.3% | +45.6% | -37.3% | +9.0% |
| All | +5.1% | +46.6% | -41.5% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling