-59.0%
FICO vs GRMN
+49.2%
-108.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.1% | -0.6% |
| 7D | +4.0% | +1.7% | +2.3% | +3.6% |
| 30D | -1.5% | +10.2% | -11.7% | -3.7% |
| 3M | -29.8% | -4.7% | -25.1% | -28.8% |
| 6M | -33.3% | +22.3% | -55.5% | -37.4% |
| YTD | -56.9% | +46.7% | -103.6% | -63.1% |
| All | -59.0% | +49.2% | -108.2% | -65.2% |
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 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