-23.6%
FIS vs GRMN
+182.7%
-206.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.8% |
| 7D | -3.5% | +0.2% | -3.6% | -3.5% |
| 30D | -7.8% | -11.3% | +3.5% | -5.0% |
| 3M | +0.8% | +17.7% | -16.9% | -3.3% |
| 6M | -21.9% | +14.2% | -36.1% | -24.7% |
| YTD | -39.5% | +37.0% | -76.5% | -44.3% |
| 1Y | -41.0% | +17.0% | -58.0% | -43.7% |
| 3Y | -23.6% | +183.2% | -206.8% | -40.8% |
| All | -23.6% | +182.7% | -206.3% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling