+75.0%
GRMN vs SBAC
-44.9%
+120.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.0% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | -13.1% | +3.9% | -16.9% | -14.0% |
| 3M | +14.9% | -8.2% | +23.1% | +17.0% |
| 6M | +13.1% | -2.8% | +15.9% | +13.0% |
| YTD | +35.3% | -1.5% | +36.8% | +34.3% |
| 1Y | +16.0% | 0.0% | +16.0% | +14.5% |
| 3Y | +179.6% | -8.4% | +188.0% | +174.0% |
| 5Y | +75.0% | -43.5% | +118.6% | +107.2% |
| All | +75.0% | -44.9% | +120.0% | +107.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling