+651.7%
FLEX vs GRMN
+665.4%
-13.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.0% | +2.8% |
| 7D | +2.2% | +1.7% | +0.6% | +1.5% |
| 30D | -32.6% | +10.2% | -42.8% | -37.2% |
| 3M | -35.5% | -4.7% | -30.8% | -34.4% |
| 6M | -45.6% | +22.3% | -67.8% | -53.6% |
| YTD | +30.7% | +46.7% | -16.0% | -0.6% |
| 1Y | +28.4% | +49.6% | -21.3% | -3.5% |
| 3Y | +301.7% | +165.3% | +136.4% | +90.5% |
| 5Y | +473.3% | +130.3% | +342.9% | +196.1% |
| 10Y | +651.7% | +658.0% | -6.3% | +103.4% |
| All | +651.7% | +665.4% | -13.6% | +103.4% |
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