+21.5%
FFIV vs GRMN
+17.9%
+3.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | -2.7% | -11.3% | +8.7% | +0.1% |
| 3M | -1.7% | +17.7% | -19.4% | -7.6% |
| 6M | +36.1% | +14.2% | +22.0% | +29.0% |
| YTD | +52.6% | +37.0% | +15.6% | +30.5% |
| 1Y | +21.5% | +17.0% | +4.5% | +12.6% |
| All | +21.5% | +17.9% | +3.6% | +12.6% |
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