+7,190.9%
FICO vs GRMN
+6,655.2%
+535.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.1% | -16.6% | -16.7% |
| 7D | -19.2% | -2.9% | -16.3% | -18.4% |
| 30D | -14.6% | -8.4% | -6.2% | -12.2% |
| 3M | -20.1% | +15.0% | -35.1% | -24.1% |
| 6M | -36.3% | +11.2% | -47.5% | -39.0% |
| YTD | -44.9% | +37.7% | -82.6% | -50.8% |
| 1Y | -38.6% | +18.5% | -57.1% | -42.7% |
| 3Y | +4.0% | +175.8% | -171.8% | -28.3% |
| 5Y | +99.5% | +75.1% | +24.4% | +58.1% |
| 10Y | +604.7% | +637.0% | -32.4% | +270.2% |
| All | +7,190.9% | +6,655.2% | +535.7% | +1,903.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling