+669.0%
GRMN vs SNY
+64.5%
+604.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | +2.4% | -3.3% | +5.8% | +3.4% |
| 30D | -8.5% | -2.2% | -6.3% | -7.9% |
| 3M | +19.5% | -3.0% | +22.5% | +20.2% |
| 6M | +21.2% | +2.7% | +18.5% | +19.8% |
| YTD | +41.0% | -6.8% | +47.9% | +43.3% |
| 1Y | +19.6% | -5.3% | +24.8% | +20.7% |
| 3Y | +183.8% | -9.8% | +193.6% | +183.1% |
| 5Y | +83.0% | +9.7% | +73.3% | +65.1% |
| All | +669.0% | +64.5% | +604.5% | +522.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling