-41.4%
FIS vs GRMN
+646.0%
-687.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.2% | -2.9% |
| 7D | -9.1% | -1.4% | -7.7% | -8.5% |
| 30D | -10.4% | -13.1% | +2.6% | -5.2% |
| 3M | -3.7% | +14.9% | -18.6% | -9.5% |
| 6M | -24.8% | +13.1% | -37.9% | -29.2% |
| YTD | -41.6% | +35.3% | -76.9% | -49.2% |
| 1Y | -42.7% | +16.0% | -58.7% | -47.0% |
| 3Y | -26.2% | +179.6% | -205.8% | -57.6% |
| 5Y | -66.1% | +75.0% | -141.1% | -75.9% |
| All | -41.4% | +646.0% | -687.4% | -76.9% |
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