+160.8%
GRMN vs FDS
-24.8%
+185.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | +6.3% | -2.0% | +8.3% | +6.8% |
| 30D | +7.6% | +13.5% | -5.9% | +4.8% |
| 3M | -7.5% | +15.2% | -22.6% | -10.5% |
| 6M | +21.2% | +47.0% | -25.8% | +9.6% |
| YTD | +44.0% | +13.9% | +30.1% | +41.3% |
| 1Y | +44.7% | +25.2% | +19.6% | +36.1% |
| All | +160.8% | -24.8% | +185.7% | +197.9% |
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