-51.1%
FIS vs GRMN
+40.7%
-91.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +6.5% | -30.2% | -24.7% |
| 7D | -18.4% | +6.1% | -24.5% | -19.5% |
| 30D | -11.4% | +1.3% | -12.6% | -11.4% |
| 3M | -32.0% | -5.6% | -26.4% | -30.5% |
| 6M | -35.6% | +22.2% | -57.8% | -39.5% |
| YTD | -53.8% | +44.3% | -98.1% | -60.1% |
| 1Y | -51.1% | +43.1% | -94.1% | -57.7% |
| All | -51.1% | +40.7% | -91.7% | -57.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling