+129.0%
FITB vs GRMN
+179.1%
-50.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | -0.4% | -1.4% | +1.0% | 0.0% |
| 30D | -5.1% | -13.1% | +7.9% | -1.3% |
| 3M | +3.5% | +14.9% | -11.4% | -1.5% |
| 6M | +17.2% | +13.1% | +4.1% | +11.9% |
| YTD | +17.6% | +35.3% | -17.6% | +5.7% |
| 1Y | +23.4% | +16.0% | +7.4% | +16.0% |
| All | +129.0% | +179.1% | -50.1% | +73.1% |
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