+1,052.1%
FIX vs GRMN
+119.4%
+932.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -1.8% |
| 7D | +17.0% | -0.1% | +17.1% | +17.1% |
| 30D | -30.6% | +3.5% | -34.1% | -32.0% |
| 3M | -35.0% | -7.3% | -27.7% | -33.5% |
| 6M | -44.0% | +21.8% | -65.7% | -49.7% |
| YTD | +21.1% | +42.8% | -21.6% | +0.7% |
| 1Y | +16.3% | +46.5% | -30.2% | -4.3% |
| 3Y | +507.4% | +158.3% | +349.1% | +257.6% |
| 5Y | +1,052.1% | +122.6% | +929.4% | +616.2% |
| All | +1,052.1% | +119.4% | +932.6% | +616.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling