+5,438.6%
GRMN vs SAN
+400.9%
+5,037.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -1.7% |
| 7D | -0.1% | +1.0% | -1.1% | -0.5% |
| 30D | +3.5% | -9.4% | +12.9% | +7.0% |
| 3M | -7.3% | -17.1% | +9.8% | -1.4% |
| 6M | +21.8% | +2.2% | +19.6% | +20.0% |
| YTD | +42.8% | +6.0% | +36.8% | +38.1% |
| 1Y | +46.5% | +12.7% | +33.8% | +38.6% |
| 3Y | +158.3% | +242.1% | -83.9% | +64.1% |
| 5Y | +122.6% | +293.6% | -171.0% | +29.8% |
| 10Y | +638.0% | +266.1% | +371.9% | +302.5% |
| All | +5,438.6% | +400.9% | +5,037.7% | +1,883.8% |
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