+400.0%
FLEX vs GRMN
+6,655.2%
-6,255.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -0.9% | -2.9% | +2.0% | +0.4% |
| 30D | -10.1% | -8.4% | -1.7% | -6.4% |
| 3M | -31.3% | +15.0% | -46.3% | -36.9% |
| 6M | +71.3% | +11.2% | +60.1% | +60.6% |
| YTD | +81.2% | +37.7% | +43.5% | +53.2% |
| 1Y | +98.5% | +18.5% | +80.0% | +78.9% |
| 3Y | +428.2% | +175.8% | +252.4% | +210.3% |
| 5Y | +657.3% | +75.1% | +582.2% | +445.6% |
| 10Y | +995.9% | +637.0% | +358.9% | +324.4% |
| All | +400.0% | +6,655.2% | -6,255.2% | -46.7% |
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