+81.3%
FN vs GRMN
+161.0%
-79.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -1.0% | -13.3% | -13.9% |
| 7D | -16.0% | +2.3% | -18.3% | -16.7% |
| 30D | -40.1% | +2.6% | -42.7% | -41.1% |
| 3M | -43.9% | -5.0% | -38.9% | -43.1% |
| 6M | -55.6% | +23.1% | -78.7% | -60.1% |
| YTD | -35.7% | +42.9% | -78.6% | -45.5% |
| 1Y | -39.8% | +41.7% | -81.5% | -48.7% |
| All | +81.3% | +161.0% | -79.7% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling