+150.6%
GRMN vs FGI
-69.8%
+220.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.5% |
| 7D | +0.2% | +5.2% | -5.0% | +0.1% |
| 30D | -11.3% | +65.2% | -76.5% | -12.8% |
| 3M | +17.7% | +30.2% | -12.5% | +16.1% |
| 6M | +14.2% | +87.8% | -73.6% | +10.3% |
| YTD | +37.0% | +32.5% | +4.6% | +33.4% |
| 1Y | +17.0% | +93.6% | -76.6% | +10.9% |
| 3Y | +183.2% | -2.6% | +185.8% | +169.2% |
| All | +150.6% | -69.8% | +220.4% | +143.6% |
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