+62.7%
GRMN vs SARO
-23.7%
+86.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.7% |
| 7D | -1.8% | -4.0% | +2.2% | -0.7% |
| 30D | -12.1% | -16.1% | +4.0% | -7.7% |
| 3M | +18.0% | -4.5% | +22.5% | +17.6% |
| 6M | +13.7% | -17.0% | +30.8% | +17.9% |
| YTD | +35.3% | -17.5% | +52.8% | +40.4% |
| 1Y | +17.2% | -12.3% | +29.5% | +18.6% |
| All | +62.7% | -23.7% | +86.4% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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