+291.9%
FTI vs GRMN
+646.1%
-354.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -5.6% | -1.8% | -3.8% | -4.8% |
| 30D | +0.4% | -12.1% | +12.5% | +6.6% |
| 3M | +8.1% | +18.0% | -9.9% | -1.9% |
| 6M | +16.7% | +13.7% | +3.0% | +7.1% |
| YTD | +70.0% | +35.3% | +34.7% | +41.7% |
| 1Y | +85.4% | +17.2% | +68.2% | +65.0% |
| 3Y | +265.9% | +179.6% | +86.3% | +83.2% |
| 5Y | +1,072.7% | +75.6% | +997.2% | +691.7% |
| All | +291.9% | +646.1% | -354.2% | +20.3% |
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 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