+247.4%
FLEX vs GRMN
+6,966.1%
-6,718.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.2% |
| 7D | -13.6% | +6.3% | -20.0% | -16.3% |
| 30D | -36.5% | +7.6% | -44.1% | -39.3% |
| 3M | -36.4% | -7.5% | -29.0% | -34.8% |
| 6M | -46.5% | +21.2% | -67.7% | -52.5% |
| YTD | +25.9% | +44.0% | -18.1% | +3.1% |
| 1Y | +19.6% | +44.7% | -25.2% | -2.2% |
| 3Y | +287.0% | +160.5% | +126.5% | +131.8% |
| 5Y | +466.6% | +124.6% | +342.0% | +261.4% |
| 10Y | +626.9% | +651.6% | -24.7% | +175.8% |
| All | +247.4% | +6,966.1% | -6,718.6% | -64.1% |
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