+183.2%
GRMN vs FDS
-30.4%
+213.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.5% |
| 7D | +0.2% | -5.4% | +5.6% | +1.4% |
| 30D | -11.3% | +1.6% | -12.9% | -11.8% |
| 3M | +17.7% | +17.7% | 0.0% | +12.7% |
| 6M | +14.2% | +29.1% | -14.9% | +5.7% |
| YTD | +37.0% | +1.0% | +36.1% | +38.0% |
| 1Y | +17.0% | -21.6% | +38.6% | +30.4% |
| 3Y | +183.2% | -30.1% | +213.3% | +222.0% |
| All | +183.2% | -30.4% | +213.6% | +222.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling