-58.4%
FICO vs GRMN
+45.1%
-103.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.0% | +1.2% |
| 7D | +0.9% | +6.3% | -5.5% | -0.5% |
| 30D | +9.4% | +7.6% | +1.9% | +7.6% |
| 3M | -30.4% | -7.5% | -22.9% | -29.0% |
| 6M | -35.1% | +21.2% | -56.3% | -39.0% |
| YTD | -56.8% | +44.0% | -100.8% | -62.6% |
| 1Y | -58.4% | +44.7% | -103.1% | -63.9% |
| All | -58.4% | +45.1% | -103.5% | -63.9% |
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 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