+381.0%
FE vs GRMN
+6,655.2%
-6,274.2%
-55.7%
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% | -0.6% |
| 7D | +1.9% | -2.9% | +4.8% | +2.3% |
| 30D | -1.2% | -8.4% | +7.3% | 0.0% |
| 3M | +3.5% | +15.0% | -11.5% | +1.2% |
| 6M | -6.1% | +11.2% | -17.3% | -7.8% |
| YTD | +7.6% | +37.7% | -30.1% | +2.4% |
| 1Y | +11.9% | +18.5% | -6.6% | +8.5% |
| 3Y | +48.4% | +175.8% | -127.4% | +25.5% |
| 5Y | +44.8% | +75.1% | -30.3% | +29.3% |
| 10Y | +115.9% | +637.0% | -521.1% | +59.6% |
| All | +381.0% | +6,655.2% | -6,274.2% | +206.2% |
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