+107.2%
FITB vs GRMN
+6,828.2%
-6,721.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | +2.8% | -0.9% | +3.6% | +3.1% |
| 30D | +9.8% | +1.2% | +8.6% | +9.2% |
| 3M | -5.2% | -8.9% | +3.8% | -2.3% |
| 6M | +17.3% | +23.0% | -5.7% | +7.4% |
| YTD | +19.3% | +41.2% | -21.9% | +3.2% |
| 1Y | +32.7% | +47.5% | -14.8% | +13.1% |
| 3Y | +141.6% | +155.8% | -14.2% | +63.4% |
| 5Y | +48.9% | +120.2% | -71.3% | +5.5% |
| 10Y | +216.5% | +629.9% | -413.4% | +51.5% |
| All | +107.2% | +6,828.2% | -6,721.1% | -38.7% |
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