+5,377.6%
GRMN vs SBAC
+482.6%
+4,895.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.3% |
| 7D | -0.9% | +0.6% | -1.5% | -1.0% |
| 30D | +1.2% | +5.5% | -4.3% | +0.4% |
| 3M | -8.9% | +3.1% | -12.0% | -9.5% |
| 6M | +23.0% | -7.0% | +30.0% | +24.0% |
| YTD | +41.2% | +0.5% | +40.7% | +40.0% |
| 1Y | +47.5% | +0.2% | +47.3% | +46.3% |
| 3Y | +155.8% | -7.4% | +163.1% | +154.3% |
| 5Y | +120.2% | -39.7% | +159.9% | +131.7% |
| 10Y | +629.9% | +112.5% | +517.3% | +544.2% |
| All | +5,377.6% | +482.6% | +4,895.1% | +3,685.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling