-83.6%
FIG vs GRMN
+36.7%
-120.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.2% |
| 7D | -14.3% | +1.7% | -15.9% | -14.7% |
| 30D | -13.6% | +10.2% | -23.8% | -16.1% |
| 3M | -23.7% | -4.7% | -19.0% | -22.8% |
| 6M | -5.4% | +22.3% | -27.7% | -11.8% |
| YTD | -49.2% | +46.7% | -95.9% | -58.0% |
| 1Y | -57.4% | +49.6% | -107.0% | -65.3% |
| All | -83.6% | +36.7% | -120.2% | -83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling