+4,896.1%
GRMN vs SNY
+241.9%
+4,654.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | +2.4% | -3.3% | +5.8% | +3.8% |
| 30D | -8.5% | -2.2% | -6.3% | -7.8% |
| 3M | +19.5% | -3.0% | +22.5% | +20.4% |
| 6M | +21.2% | +2.7% | +18.5% | +19.4% |
| YTD | +41.0% | -6.8% | +47.9% | +43.9% |
| 1Y | +19.6% | -5.3% | +24.8% | +20.9% |
| 3Y | +183.8% | -9.8% | +193.6% | +182.6% |
| 5Y | +83.0% | +9.7% | +73.3% | +64.1% |
| 10Y | +675.8% | +64.5% | +611.3% | +470.7% |
| All | +4,896.1% | +241.9% | +4,654.1% | +2,241.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling