+225.8%
FIS vs GRMN
+4,933.0%
-4,707.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | -27.4% | +6.3% | -33.7% | -29.0% |
| 30D | -16.8% | +7.6% | -24.4% | -19.0% |
| 3M | -32.6% | -7.5% | -25.2% | -31.7% |
| 6M | -33.4% | +21.2% | -54.6% | -37.4% |
| YTD | -56.0% | +44.0% | -100.1% | -60.7% |
| 1Y | -55.1% | +44.7% | -99.8% | -59.9% |
| 3Y | -41.4% | +160.5% | -201.9% | -56.4% |
| 5Y | -72.7% | +124.6% | -197.3% | -79.0% |
| 10Y | -55.5% | +651.6% | -707.1% | -74.6% |
| All | +225.8% | +4,933.0% | -4,707.2% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling