-71.1%
FLNC vs GRMN
+106.9%
-178.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.3% | -7.1% | -7.4% |
| 7D | -4.2% | -1.4% | -2.8% | -3.1% |
| 30D | -20.0% | -13.1% | -6.9% | -11.3% |
| 3M | -56.9% | +14.9% | -71.8% | -62.3% |
| 6M | -35.5% | +13.1% | -48.6% | -42.6% |
| YTD | -48.8% | +35.3% | -84.1% | -60.6% |
| 1Y | +49.3% | +16.0% | +33.3% | +28.9% |
| 3Y | -61.8% | +179.6% | -241.4% | -88.6% |
| All | -71.1% | +106.9% | -178.0% | -88.7% |
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