-28.0%
FICO vs GRMN
+165.7%
-193.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.1% | -0.7% |
| 7D | +4.0% | +1.7% | +2.3% | +3.5% |
| 30D | -1.5% | +10.2% | -11.7% | -4.0% |
| 3M | -29.8% | -4.7% | -25.1% | -29.0% |
| 6M | -33.3% | +22.3% | -55.5% | -37.2% |
| YTD | -56.9% | +46.7% | -103.6% | -61.6% |
| 1Y | -59.5% | +49.6% | -109.1% | -64.1% |
| All | -28.0% | +165.7% | -193.7% | -45.0% |
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