-52.4%
FIS vs GRMN
+628.7%
-681.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.6% |
| 7D | +2.8% | -0.9% | +3.7% | +3.2% |
| 30D | -16.7% | +1.2% | -17.9% | -17.9% |
| 3M | -32.3% | -8.9% | -23.4% | -30.4% |
| 6M | -29.1% | +23.0% | -52.1% | -35.9% |
| YTD | -54.1% | +41.2% | -95.4% | -61.2% |
| 1Y | -53.7% | +47.5% | -101.2% | -61.6% |
| 3Y | -38.8% | +155.8% | -194.6% | -63.3% |
| 5Y | -71.1% | +120.2% | -191.3% | -81.7% |
| All | -52.4% | +628.7% | -681.1% | -81.0% |
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 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