-80.9%
FIG vs GRMN
+26.1%
-107.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.9% |
| 7D | -14.5% | -1.4% | -13.1% | -14.1% |
| 30D | -13.3% | -13.1% | -0.2% | -9.5% |
| 3M | +7.4% | +14.9% | -7.5% | +2.2% |
| 6M | -27.8% | +13.1% | -40.9% | -31.5% |
| YTD | -41.1% | +35.3% | -76.4% | -49.9% |
| 1Y | -58.7% | +16.0% | -74.7% | -61.9% |
| All | -80.9% | +26.1% | -107.0% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling