-83.6%
FIG vs GRMN
+33.1%
-116.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | +0.6% |
| 7D | +2.6% | -0.1% | +2.7% | +2.6% |
| 30D | -13.1% | +3.5% | -16.6% | -13.9% |
| 3M | -20.3% | -7.3% | -13.0% | -18.7% |
| 6M | -2.1% | +21.8% | -23.9% | -8.8% |
| YTD | -49.4% | +42.8% | -92.2% | -57.8% |
| 1Y | -57.0% | +46.5% | -103.5% | -64.7% |
| All | -83.6% | +33.1% | -116.7% | -83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling