+2,159.9%
FTI vs GRMN
+4,777.5%
-2,617.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +5.3% | -2.9% | +8.1% | +6.3% |
| 30D | +15.3% | -8.4% | +23.8% | +18.8% |
| 3M | +15.8% | +15.0% | +0.8% | +9.1% |
| 6M | +22.6% | +11.2% | +11.4% | +16.4% |
| YTD | +79.5% | +37.7% | +41.8% | +57.7% |
| 1Y | +102.0% | +18.5% | +83.5% | +85.9% |
| 3Y | +315.8% | +175.8% | +140.0% | +176.3% |
| 5Y | +1,129.5% | +75.1% | +1,054.4% | +845.7% |
| 10Y | +320.9% | +637.0% | -316.1% | +105.1% |
| All | +2,159.9% | +4,777.5% | -2,617.5% | +472.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling