+597.9%
GRMN vs SBAC
+114.8%
+483.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.5% |
| 7D | -0.9% | +0.6% | -1.5% | -1.1% |
| 30D | +1.2% | +5.5% | -4.3% | -0.5% |
| 3M | -8.9% | +3.1% | -12.0% | -10.0% |
| 6M | +23.0% | -7.0% | +30.0% | +24.8% |
| YTD | +41.2% | +0.5% | +40.7% | +38.6% |
| 1Y | +47.5% | +0.2% | +47.3% | +44.7% |
| 3Y | +155.8% | -7.4% | +163.1% | +150.3% |
| 5Y | +120.2% | -39.7% | +159.9% | +148.3% |
| All | +597.9% | +114.8% | +483.1% | +478.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling