+757.3%
GRMN vs FTV
+90.8%
+666.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | -2.9% | -4.5% | +1.6% | -0.7% |
| 30D | -8.4% | -7.1% | -1.4% | -5.1% |
| 3M | +15.0% | -7.2% | +22.2% | +18.2% |
| 6M | +11.2% | -1.5% | +12.7% | +10.7% |
| YTD | +37.7% | +3.5% | +34.2% | +33.1% |
| 1Y | +18.5% | +20.3% | -1.9% | +5.7% |
| 3Y | +175.8% | -3.1% | +178.9% | +171.3% |
| 5Y | +75.1% | +2.3% | +72.7% | +64.9% |
| 10Y | +637.0% | +76.3% | +560.7% | +444.6% |
| All | +757.3% | +90.8% | +666.5% | +537.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling