-48.2%
FLEX vs GRMN
+21.0%
-69.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.5% |
| 7D | -19.3% | +4.7% | -24.0% | -17.8% |
| 30D | -41.5% | +3.4% | -44.9% | -40.8% |
| 3M | -43.1% | -5.0% | -38.1% | -43.3% |
| 6M | -48.2% | +18.6% | -66.8% | -46.5% |
| All | -48.2% | +21.0% | -69.2% | -46.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling