+101.7%
FICO vs GRMN
+75.1%
+26.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.1% | -16.6% | -16.7% |
| 7D | -19.2% | -2.9% | -16.3% | -18.2% |
| 30D | -14.6% | -8.4% | -6.2% | -11.6% |
| 3M | -20.1% | +15.0% | -35.1% | -25.2% |
| 6M | -36.3% | +11.2% | -47.5% | -39.8% |
| YTD | -44.9% | +37.7% | -82.6% | -52.6% |
| 1Y | -38.6% | +18.5% | -57.1% | -43.9% |
| 3Y | +4.0% | +175.8% | -171.8% | -43.9% |
| All | +101.7% | +75.1% | +26.5% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling