+18.5%
GRMN vs SNY
+2.0%
+16.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -2.9% | -1.3% | -1.6% | -2.6% |
| 30D | -8.4% | +3.4% | -11.8% | -9.2% |
| 3M | +15.0% | -0.3% | +15.3% | +14.8% |
| 6M | +11.2% | +1.0% | +10.2% | +10.4% |
| YTD | +37.7% | -3.6% | +41.3% | +38.1% |
| 1Y | +18.5% | +3.0% | +15.5% | +15.3% |
| All | +18.5% | +2.0% | +16.4% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling