+637.6%
GRMN vs SAN
+347.0%
+290.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.8% | -2.8% | +1.0% | -1.0% |
| 30D | -12.1% | -0.5% | -11.6% | -12.0% |
| 3M | +18.0% | +22.7% | -4.7% | +10.7% |
| 6M | +13.7% | +28.8% | -15.1% | +5.0% |
| YTD | +35.3% | +26.3% | +9.0% | +25.3% |
| 1Y | +17.2% | +48.8% | -31.6% | +3.2% |
| 3Y | +179.6% | +347.2% | -167.6% | +78.0% |
| 5Y | +75.6% | +383.8% | -308.2% | +5.6% |
| All | +637.6% | +347.0% | +290.7% | +329.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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