-40.7%
FIS vs GRMN
+646.1%
-686.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -8.9% | -1.8% | -7.1% | -8.2% |
| 30D | -9.9% | -12.1% | +2.2% | -5.1% |
| 3M | 0.0% | +18.0% | -18.0% | -7.1% |
| 6M | -22.9% | +13.7% | -36.6% | -27.6% |
| YTD | -40.9% | +35.3% | -76.2% | -48.6% |
| 1Y | -40.4% | +17.2% | -57.7% | -45.1% |
| 3Y | -25.4% | +179.6% | -205.0% | -57.1% |
| 5Y | -64.8% | +75.6% | -140.4% | -75.0% |
| All | -40.7% | +646.1% | -686.7% | -76.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling