+103.8%
FFIV vs GRMN
+163.9%
-60.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.6% |
| 7D | -2.1% | +6.4% | -8.5% | -3.9% |
| 30D | -33.8% | +8.7% | -42.5% | -35.0% |
| 3M | -20.6% | -5.8% | -14.8% | -19.2% |
| 6M | -10.2% | +22.5% | -32.8% | -15.7% |
| YTD | +24.5% | +45.6% | -21.1% | +10.3% |
| 1Y | +29.3% | +47.5% | -18.2% | +14.0% |
| 3Y | +103.8% | +166.2% | -62.4% | +55.4% |
| All | +103.8% | +163.9% | -60.1% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling