+5,432.3%
FICO vs GRMN
+6,910.7%
-1,478.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | -0.3% | +2.3% | -2.6% | -1.1% |
| 30D | +1.7% | +2.6% | -0.9% | +0.6% |
| 3M | -35.2% | -5.0% | -30.2% | -34.3% |
| 6M | -33.7% | +23.1% | -56.7% | -38.5% |
| YTD | -58.2% | +42.9% | -101.1% | -63.3% |
| 1Y | -56.6% | +41.7% | -98.3% | -61.8% |
| 3Y | -24.0% | +160.7% | -184.7% | -46.6% |
| 5Y | +86.1% | +124.2% | -38.1% | +36.3% |
| 10Y | +522.8% | +684.8% | -162.0% | +220.1% |
| All | +5,432.3% | +6,910.7% | -1,478.4% | +1,397.3% |
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