+130.3%
GRMN vs SFM
+111.2%
+19.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.6% | +1.4% |
| 7D | +1.7% | -7.1% | +8.7% | +2.5% |
| 30D | +10.2% | -21.4% | +31.6% | +12.6% |
| 3M | -4.7% | -40.1% | +35.4% | +0.5% |
| 6M | +22.3% | -38.0% | +60.3% | +28.0% |
| YTD | +46.7% | -36.5% | +83.2% | +52.4% |
| 1Y | +49.6% | -35.2% | +84.8% | +54.8% |
| 3Y | +165.3% | +23.5% | +141.8% | +152.8% |
| 5Y | +130.3% | +109.7% | +20.6% | +103.7% |
| All | +130.3% | +111.2% | +19.1% | +103.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling