-0.2%
FERG vs GRMN
+16.5%
-16.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.0% | -1.8% | +0.8% | -0.5% |
| 30D | -11.8% | -12.1% | +0.3% | -8.9% |
| 3M | -1.2% | +18.0% | -19.2% | -6.1% |
| 6M | -2.3% | +13.7% | -16.0% | -6.1% |
| YTD | +0.8% | +35.3% | -34.5% | -7.1% |
| All | -0.2% | +16.5% | -16.8% | -7.6% |
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