-52.0%
FIS vs GRMN
+665.4%
-717.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.8% | +4.9% | +6.0% |
| 7D | +1.5% | +1.7% | -0.1% | +0.9% |
| 30D | -11.8% | +10.2% | -22.0% | -15.9% |
| 3M | -28.5% | -4.7% | -23.8% | -27.8% |
| 6M | -27.0% | +22.3% | -49.3% | -33.9% |
| YTD | -53.1% | +46.7% | -99.8% | -60.9% |
| 1Y | -52.8% | +49.6% | -102.4% | -60.9% |
| 3Y | -37.5% | +165.3% | -202.8% | -62.9% |
| 5Y | -71.1% | +130.3% | -201.4% | -82.0% |
| 10Y | -52.0% | +658.0% | -710.0% | -80.6% |
| All | -52.0% | +665.4% | -717.4% | -80.6% |
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