+743.6%
FN vs GRMN
+668.8%
+74.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.3% | +11.9% | +11.8% |
| 7D | 0.0% | +4.7% | -4.8% | -2.7% |
| 30D | -34.3% | +3.4% | -37.7% | -36.2% |
| 3M | -39.9% | -5.0% | -34.8% | -38.8% |
| 6M | -51.8% | +18.6% | -70.4% | -57.5% |
| YTD | -28.1% | +42.5% | -70.6% | -42.5% |
| 1Y | -29.1% | +42.3% | -71.4% | -43.1% |
| 3Y | +102.4% | +158.5% | -56.0% | +9.4% |
| 5Y | +171.7% | +123.6% | +48.1% | +56.7% |
| All | +743.6% | +668.8% | +74.8% | +148.0% |
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