+5,240.8%
GRMN vs SAN
+508.9%
+4,731.9%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | -2.9% | +1.8% | -4.6% | -3.4% |
| 30D | -8.4% | +2.0% | -10.4% | -9.1% |
| 3M | +15.0% | +19.7% | -4.7% | +7.6% |
| 6M | +11.2% | +30.6% | -19.4% | +0.8% |
| YTD | +37.7% | +28.8% | +8.8% | +24.8% |
| 1Y | +18.5% | +57.8% | -39.3% | -0.1% |
| 3Y | +175.8% | +338.1% | -162.3% | +61.2% |
| 5Y | +75.1% | +384.2% | -309.1% | -5.1% |
| 10Y | +637.0% | +353.1% | +283.9% | +273.0% |
| All | +5,240.8% | +508.9% | +4,731.9% | +1,693.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling