+669.0%
GRMN vs FDS
+64.8%
+604.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.5% | +4.7% |
| 7D | +2.4% | -14.0% | +16.4% | +8.1% |
| 30D | -8.5% | -6.2% | -2.2% | -6.7% |
| 3M | +19.5% | +10.2% | +9.3% | +13.6% |
| 6M | +21.2% | +27.4% | -6.3% | +6.7% |
| YTD | +41.0% | -9.3% | +50.3% | +42.2% |
| 1Y | +19.6% | -28.6% | +48.2% | +32.9% |
| 3Y | +183.8% | -36.8% | +220.6% | +229.5% |
| 5Y | +83.0% | -28.6% | +111.6% | +99.1% |
| All | +669.0% | +64.8% | +604.2% | +508.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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