+126.9%
FFIV vs GRMN
+655.8%
-528.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +0.3% |
| 7D | -4.2% | +6.3% | -10.5% | -6.6% |
| 30D | -33.9% | +7.6% | -41.4% | -35.5% |
| 3M | -22.6% | -7.5% | -15.1% | -20.1% |
| 6M | -10.4% | +21.2% | -31.6% | -18.1% |
| YTD | +24.3% | +44.0% | -19.7% | +5.1% |
| 1Y | +31.8% | +44.7% | -12.9% | +11.1% |
| 3Y | +99.5% | +160.5% | -61.0% | +23.7% |
| 5Y | +40.7% | +124.6% | -83.9% | -9.0% |
| 10Y | +126.9% | +651.6% | -524.7% | -8.6% |
| All | +126.9% | +655.8% | -528.9% | -8.6% |
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 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