+669.0%
GRMN vs SBAC
+87.1%
+581.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.6% |
| 7D | +2.4% | -2.1% | +4.5% | +3.1% |
| 30D | -8.5% | +2.0% | -10.5% | -9.0% |
| 3M | +19.5% | -8.3% | +27.8% | +22.2% |
| 6M | +21.2% | +0.3% | +20.9% | +19.6% |
| YTD | +41.0% | -2.2% | +43.3% | +40.0% |
| 1Y | +19.6% | -4.6% | +24.2% | +19.4% |
| 3Y | +183.8% | -8.3% | +192.1% | +178.3% |
| 5Y | +83.0% | -42.8% | +125.8% | +110.1% |
| All | +669.0% | +87.1% | +581.9% | +599.6% |
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