+75.0%
GRMN vs FDS
-23.5%
+98.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.2% |
| 7D | -1.4% | -8.8% | +7.4% | +1.4% |
| 30D | -13.1% | -1.4% | -11.7% | -12.9% |
| 3M | +14.9% | +13.9% | +1.1% | +9.1% |
| 6M | +13.1% | +27.4% | -14.3% | +1.6% |
| YTD | +35.3% | -2.5% | +37.8% | +35.4% |
| 1Y | +16.0% | -23.8% | +39.8% | +29.3% |
| 3Y | +179.6% | -32.5% | +212.1% | +225.2% |
| 5Y | +75.0% | -23.2% | +98.2% | +98.2% |
| All | +75.0% | -23.5% | +98.5% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling