-71.9%
FIS vs GRMN
+122.3%
-194.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.5% | -2.0% |
| 7D | -29.4% | +6.4% | -35.8% | -31.2% |
| 30D | -16.7% | +8.7% | -25.5% | -19.6% |
| 3M | -33.0% | -5.8% | -27.2% | -32.1% |
| 6M | -33.3% | +22.5% | -55.9% | -38.6% |
| YTD | -56.0% | +45.6% | -101.6% | -62.1% |
| 1Y | -54.6% | +47.5% | -102.0% | -61.1% |
| 3Y | -40.6% | +166.2% | -206.9% | -63.4% |
| 5Y | -71.9% | +124.1% | -196.0% | -82.9% |
| All | -71.9% | +122.3% | -194.2% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling