+235.5%
FFIV vs GRMN
+646.1%
-410.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +1.6% | -1.8% | +3.4% | +2.3% |
| 30D | -3.7% | -12.1% | +8.3% | +1.2% |
| 3M | +2.0% | +18.0% | -16.0% | -6.0% |
| 6M | +39.3% | +13.7% | +25.5% | +30.0% |
| YTD | +56.1% | +35.3% | +20.8% | +35.2% |
| 1Y | +22.0% | +17.2% | +4.7% | +11.9% |
| 3Y | +148.2% | +179.6% | -31.4% | +48.3% |
| 5Y | +96.3% | +75.6% | +20.8% | +40.3% |
| All | +235.5% | +646.1% | -410.5% | +41.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling