-21.7%
FN vs GRMN
+46.6%
-68.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.2% | +9.7% | +11.3% |
| 7D | +16.3% | +6.4% | +9.9% | +14.5% |
| 30D | -24.7% | +8.7% | -33.5% | -27.2% |
| 3M | -34.9% | -5.8% | -29.2% | -33.1% |
| 6M | -41.1% | +22.5% | -63.6% | -47.1% |
| YTD | -19.6% | +45.6% | -65.2% | -38.5% |
| All | -21.7% | +46.6% | -68.3% | -39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling