-80.8%
FIG vs GRMN
+26.1%
-106.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -12.2% | -1.8% | -10.4% | -11.7% |
| 30D | -11.0% | -12.1% | +1.1% | -7.4% |
| 3M | +11.9% | +18.0% | -6.1% | +5.6% |
| 6M | -21.9% | +13.7% | -35.6% | -26.1% |
| YTD | -40.8% | +35.3% | -76.1% | -49.7% |
| 1Y | -56.6% | +17.2% | -73.9% | -59.7% |
| All | -80.8% | +26.1% | -106.9% | -79.9% |
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