+175.7%
GRMN vs SFM
+90.5%
+85.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.2% |
| 7D | +0.2% | -5.8% | +6.0% | +0.8% |
| 30D | -11.3% | -11.4% | 0.0% | -10.3% |
| 3M | +17.7% | -12.2% | +29.9% | +19.0% |
| 6M | +14.2% | -5.2% | +19.3% | +14.1% |
| YTD | +37.0% | -4.5% | +41.5% | +36.6% |
| 1Y | +17.0% | -45.4% | +62.4% | +25.9% |
| All | +175.7% | +90.5% | +85.2% | +199.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3y: compounded portfolio wealth divided by compounded SFM 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…
3y analysis · Full analysis span regression · 6 months rolling