+289.3%
FN vs GRMN
+75.1%
+214.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.2% |
| 7D | -1.7% | -2.9% | +1.2% | -0.3% |
| 30D | -22.0% | -8.4% | -13.6% | -18.4% |
| 3M | -43.0% | +15.0% | -58.0% | -47.5% |
| 6M | -27.7% | +11.2% | -39.0% | -32.0% |
| YTD | -10.5% | +37.7% | -48.2% | -24.4% |
| 1Y | +12.5% | +18.5% | -6.0% | +1.7% |
| 3Y | +153.8% | +175.8% | -22.0% | +42.6% |
| All | +289.3% | +75.1% | +214.2% | +131.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling