+75.6%
GRMN vs FTV
-3.0%
+78.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.2% |
| 7D | -1.8% | -5.2% | +3.4% | +0.9% |
| 30D | -12.1% | -11.5% | -0.6% | -6.4% |
| 3M | +18.0% | -9.0% | +27.0% | +22.5% |
| 6M | +13.7% | -2.0% | +15.7% | +12.9% |
| YTD | +35.3% | -0.9% | +36.2% | +32.7% |
| 1Y | +17.2% | +14.8% | +2.4% | +5.0% |
| 3Y | +179.6% | -5.5% | +185.1% | +176.6% |
| 5Y | +75.6% | -1.9% | +77.4% | +61.4% |
| All | +75.6% | -3.0% | +78.5% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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