+168.2%
GRMN vs FGI
-68.3%
+236.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.9% | -4.0% | +1.7% |
| 7D | +1.7% | +6.9% | -5.2% | +1.6% |
| 30D | +10.2% | +3.9% | +6.3% | +10.1% |
| 3M | -4.7% | +74.3% | -79.0% | -6.4% |
| 6M | +22.3% | +28.9% | -6.7% | +20.4% |
| YTD | +46.7% | +39.1% | +7.5% | +42.6% |
| 1Y | +49.6% | +49.3% | +0.3% | +44.8% |
| 3Y | +165.3% | +5.7% | +159.5% | +151.6% |
| All | +168.2% | -68.3% | +236.5% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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