+4.4%
FICO vs GRMN
+176.7%
-172.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.1% | -16.6% | -16.7% |
| 7D | -19.2% | -2.9% | -16.3% | -18.6% |
| 30D | -14.6% | -8.4% | -6.2% | -12.6% |
| 3M | -20.1% | +15.0% | -35.1% | -23.5% |
| 6M | -36.3% | +11.2% | -47.5% | -38.6% |
| YTD | -44.9% | +37.7% | -82.6% | -50.0% |
| 1Y | -38.6% | +18.5% | -57.1% | -42.1% |
| All | +4.4% | +176.7% | -172.2% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling