+5,410.1%
FICO vs GRMN
+6,890.4%
-1,480.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.9% | +4.7% | -5.7% | -2.5% |
| 30D | +3.3% | +3.4% | -0.1% | +1.9% |
| 3M | -31.7% | -5.0% | -26.7% | -30.8% |
| 6M | -34.0% | +18.6% | -52.6% | -38.1% |
| YTD | -58.3% | +42.5% | -100.8% | -63.4% |
| 1Y | -57.9% | +42.3% | -100.2% | -63.0% |
| 3Y | -24.1% | +158.5% | -182.5% | -46.6% |
| 5Y | +85.3% | +123.6% | -38.2% | +35.9% |
| 10Y | +520.3% | +682.5% | -162.2% | +219.1% |
| All | +5,410.1% | +6,890.4% | -1,480.4% | +1,392.6% |
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