+804.7%
FN vs GRMN
+665.4%
+139.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.8% | +4.1% | +5.0% |
| 7D | +8.0% | +1.7% | +6.4% | +7.4% |
| 30D | -19.1% | +10.2% | -29.3% | -23.9% |
| 3M | -29.8% | -4.7% | -25.1% | -28.6% |
| 6M | -43.2% | +22.3% | -65.5% | -50.6% |
| YTD | -18.9% | +46.7% | -65.6% | -36.0% |
| 1Y | -17.9% | +49.6% | -67.5% | -35.7% |
| 3Y | +120.1% | +165.3% | -45.2% | +17.7% |
| 5Y | +206.7% | +130.3% | +76.4% | +74.6% |
| 10Y | +804.7% | +658.0% | +146.7% | +167.6% |
| All | +804.7% | +665.4% | +139.3% | +167.6% |
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