+106.9%
FITB vs GRMN
+6,655.2%
-6,548.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.6% | -2.9% | +3.5% | +1.7% |
| 30D | -4.7% | -8.4% | +3.7% | -1.7% |
| 3M | +6.7% | +15.0% | -8.3% | +0.4% |
| 6M | +12.6% | +11.2% | +1.3% | +7.1% |
| YTD | +19.1% | +37.7% | -18.6% | +4.4% |
| 1Y | +22.6% | +18.5% | +4.2% | +13.1% |
| 3Y | +127.1% | +175.8% | -48.7% | +49.6% |
| 5Y | +71.8% | +75.1% | -3.3% | +32.2% |
| 10Y | +287.2% | +637.0% | -349.9% | +85.7% |
| All | +106.9% | +6,655.2% | -6,548.3% | -38.0% |
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