+75.0%
GRMN vs SAN
+384.1%
-309.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | -13.1% | -0.1% | -13.0% | -13.1% |
| 3M | +14.9% | +19.6% | -4.7% | +8.9% |
| 6M | +13.1% | +32.7% | -19.6% | +3.8% |
| YTD | +35.3% | +26.7% | +8.6% | +25.4% |
| 1Y | +16.0% | +51.6% | -35.7% | +2.1% |
| 3Y | +179.6% | +348.7% | -169.1% | +84.5% |
| 5Y | +75.0% | +378.7% | -303.7% | +7.9% |
| All | +75.0% | +384.1% | -309.1% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling