+2,689.1%
FFIV vs GRMN
+6,655.2%
-3,966.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -1.0% | -2.9% | +1.9% | 0.0% |
| 30D | -5.1% | -8.4% | +3.4% | -2.2% |
| 3M | -4.5% | +15.0% | -19.5% | -10.0% |
| 6M | +36.5% | +11.2% | +25.3% | +29.8% |
| YTD | +53.0% | +37.7% | +15.3% | +34.9% |
| 1Y | +24.2% | +18.5% | +5.7% | +15.2% |
| 3Y | +137.2% | +175.8% | -38.6% | +59.3% |
| 5Y | +91.8% | +75.1% | +16.7% | +49.1% |
| 10Y | +215.2% | +637.0% | -421.9% | +48.9% |
| All | +2,689.1% | +6,655.2% | -3,966.1% | +385.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling