+531.6%
FICO vs GRMN
+693.0%
-161.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +1.7% |
| 7D | -0.1% | +6.4% | -6.4% | -3.3% |
| 30D | +8.4% | +8.7% | -0.3% | +3.6% |
| 3M | -30.5% | -5.8% | -24.7% | -28.8% |
| 6M | -35.7% | +22.5% | -58.3% | -43.1% |
| YTD | -57.2% | +45.6% | -102.8% | -65.8% |
| 1Y | -58.4% | +47.5% | -105.9% | -67.0% |
| 3Y | -24.8% | +166.2% | -191.1% | -61.7% |
| 5Y | +79.3% | +124.1% | -44.8% | -0.7% |
| 10Y | +531.6% | +668.0% | -136.4% | +89.2% |
| All | +531.6% | +693.0% | -161.3% | +89.2% |
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