-40.6%
FIS vs GRMN
+163.9%
-204.5%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.5% | -1.8% |
| 7D | -29.4% | +6.4% | -35.8% | -30.6% |
| 30D | -16.7% | +8.7% | -25.5% | -18.6% |
| 3M | -33.0% | -5.8% | -27.2% | -32.2% |
| 6M | -33.3% | +22.5% | -55.9% | -36.9% |
| YTD | -56.0% | +45.6% | -101.6% | -60.2% |
| 1Y | -54.6% | +47.5% | -102.0% | -59.0% |
| 3Y | -40.6% | +166.2% | -206.9% | -54.8% |
| All | -40.6% | +163.9% | -204.5% | -54.8% |
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