+1,335.0%
FERG vs GRMN
+1,375.5%
-40.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +3.4% | +0.2% | +3.2% | +3.3% |
| 30D | -11.5% | -11.3% | -0.2% | -9.7% |
| 3M | +1.3% | +17.7% | -16.4% | -1.8% |
| 6M | -1.0% | +14.2% | -15.1% | -3.4% |
| YTD | +3.2% | +37.0% | -33.8% | -2.5% |
| 1Y | -3.0% | +17.0% | -19.9% | -6.1% |
| 3Y | +55.0% | +183.2% | -128.2% | +31.1% |
| 5Y | +72.6% | +77.3% | -4.6% | +49.6% |
| 10Y | +358.9% | +630.9% | -272.0% | +267.9% |
| All | +1,335.0% | +1,375.5% | -40.4% | +940.4% |
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