+382.2%
FE vs GRMN
+6,890.4%
-6,508.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | 0.0% | +4.7% | -4.8% | -0.7% |
| 30D | +5.2% | +3.4% | +1.8% | +4.6% |
| 3M | 0.0% | -5.0% | +5.0% | +0.5% |
| 6M | +5.0% | +18.6% | -13.5% | +2.2% |
| YTD | +7.9% | +42.5% | -34.6% | +2.1% |
| 1Y | +6.3% | +42.3% | -36.0% | +0.5% |
| 3Y | +46.0% | +158.5% | -112.4% | +24.6% |
| 5Y | +45.6% | +123.6% | -77.9% | +25.7% |
| 10Y | +109.3% | +682.5% | -573.2% | +53.4% |
| All | +382.2% | +6,890.4% | -6,508.2% | +205.1% |
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