+183.2%
GRMN vs SAN
+356.8%
-173.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +0.2% | +3.3% | -3.2% | -0.8% |
| 30D | -11.3% | +1.1% | -12.4% | -11.6% |
| 3M | +17.7% | +22.2% | -4.5% | +10.1% |
| 6M | +14.2% | +36.0% | -21.9% | +3.0% |
| YTD | +37.0% | +28.2% | +8.8% | +25.4% |
| 1Y | +17.0% | +54.1% | -37.1% | +0.9% |
| 3Y | +183.2% | +354.2% | -171.0% | +81.5% |
| All | +183.2% | +356.8% | -173.6% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling