+240.7%
FFIV vs GRMN
+646.0%
-405.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.1% | +4.3% |
| 7D | +3.5% | -1.4% | +4.9% | +4.0% |
| 30D | -1.3% | -13.1% | +11.8% | +4.2% |
| 3M | +2.4% | +14.9% | -12.6% | -4.5% |
| 6M | +41.8% | +13.1% | +28.7% | +32.7% |
| YTD | +58.5% | +35.3% | +23.2% | +37.3% |
| 1Y | +24.3% | +16.0% | +8.4% | +14.5% |
| 3Y | +152.0% | +179.6% | -27.6% | +50.5% |
| 5Y | +99.1% | +75.0% | +24.1% | +42.5% |
| All | +240.7% | +646.0% | -405.3% | +44.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling