-24.1%
FICO vs GRMN
+160.2%
-184.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.9% | +4.7% | -5.7% | -2.2% |
| 30D | +3.3% | +3.4% | -0.1% | +2.3% |
| 3M | -31.7% | -5.0% | -26.7% | -30.9% |
| 6M | -34.0% | +18.6% | -52.6% | -37.4% |
| YTD | -58.3% | +42.5% | -100.8% | -62.6% |
| 1Y | -57.9% | +42.3% | -100.2% | -62.3% |
| 3Y | -24.1% | +158.5% | -182.5% | -40.0% |
| All | -24.1% | +160.2% | -184.3% | -40.0% |
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