+75.5%
GRMN vs SFM
+216.1%
-140.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.7% | -0.8% |
| 7D | -1.4% | -7.2% | +5.8% | -0.5% |
| 30D | -13.1% | -14.3% | +1.2% | -11.5% |
| 3M | +14.9% | -13.7% | +28.7% | +16.7% |
| 6M | +13.1% | -6.0% | +19.1% | +13.1% |
| YTD | +35.3% | -8.2% | +43.5% | +35.5% |
| 1Y | +16.0% | -46.2% | +62.2% | +24.6% |
| 3Y | +179.6% | +83.6% | +96.0% | +156.2% |
| All | +75.5% | +216.1% | -140.5% | +49.7% |
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