+5,240.8%
GRMN vs FDS
+1,482.2%
+3,758.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.5% | +1.1% |
| 7D | -2.9% | -1.9% | -1.0% | -2.3% |
| 30D | -8.4% | +9.0% | -17.5% | -11.2% |
| 3M | +15.0% | +18.9% | -3.9% | +7.4% |
| 6M | +11.2% | +35.1% | -23.9% | -1.8% |
| YTD | +37.7% | +5.5% | +32.2% | +31.4% |
| 1Y | +18.5% | -16.8% | +35.3% | +21.8% |
| 3Y | +175.8% | -28.1% | +203.9% | +196.2% |
| 5Y | +75.1% | -17.4% | +92.5% | +78.4% |
| 10Y | +637.0% | +85.4% | +551.6% | +464.1% |
| All | +5,240.8% | +1,482.2% | +3,758.6% | +2,136.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling