+280.3%
FITB vs GRMN
+646.0%
-365.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | +0.1% |
| 7D | -0.4% | -1.4% | +1.0% | +0.3% |
| 30D | -5.1% | -13.1% | +7.9% | +2.0% |
| 3M | +3.5% | +14.9% | -11.4% | -5.4% |
| 6M | +17.2% | +13.1% | +4.1% | +7.6% |
| YTD | +17.6% | +35.3% | -17.6% | -3.1% |
| 1Y | +23.4% | +16.0% | +7.4% | +10.0% |
| 3Y | +129.7% | +179.6% | -49.9% | +9.7% |
| 5Y | +68.4% | +75.0% | -6.6% | +9.3% |
| All | +280.3% | +646.0% | -365.7% | +5.5% |
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