+560.9%
FLEX vs GRMN
+676.1%
-115.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | -19.3% | +4.7% | -24.0% | -21.9% |
| 30D | -41.5% | +3.4% | -44.9% | -43.5% |
| 3M | -43.1% | -5.0% | -38.1% | -42.2% |
| 6M | -48.2% | +18.6% | -66.8% | -55.2% |
| YTD | +15.5% | +42.5% | -27.0% | -10.8% |
| 1Y | +10.2% | +42.3% | -32.1% | -14.8% |
| 3Y | +256.8% | +158.5% | +98.4% | +71.5% |
| 5Y | +408.2% | +123.6% | +284.7% | +166.3% |
| All | +560.9% | +676.1% | -115.1% | +82.3% |
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