+538.9%
FICO vs GRMN
+636.8%
-97.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.1% | -0.3% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | -0.8% | +3.5% | -4.3% | -2.8% |
| 3M | -31.3% | -7.3% | -24.0% | -29.0% |
| 6M | -33.9% | +21.8% | -55.7% | -41.4% |
| YTD | -57.6% | +42.8% | -100.4% | -65.8% |
| 1Y | -59.7% | +46.5% | -106.1% | -68.0% |
| 3Y | -28.0% | +158.3% | -186.3% | -62.9% |
| 5Y | +91.0% | +122.6% | -31.7% | +5.5% |
| All | +538.9% | +636.8% | -97.9% | +86.4% |
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 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