-58.8%
FICO vs GRMN
+46.6%
-105.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.3% |
| 7D | -0.1% | +6.4% | -6.4% | -1.4% |
| 30D | +8.4% | +8.7% | -0.3% | +6.4% |
| 3M | -30.5% | -5.8% | -24.7% | -29.4% |
| 6M | -35.7% | +22.5% | -58.3% | -39.7% |
| YTD | -57.2% | +45.6% | -102.8% | -63.0% |
| All | -58.8% | +46.6% | -105.4% | -64.3% |
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