+1,134.4%
GRMN vs SSNC
+1,082.2%
+52.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | -2.9% | +0.6% | -3.5% | -3.1% |
| 30D | -8.4% | +6.0% | -14.5% | -10.5% |
| 3M | +15.0% | +21.0% | -6.0% | +6.6% |
| 6M | +11.2% | +12.1% | -0.9% | +5.9% |
| YTD | +37.7% | -3.2% | +40.9% | +38.2% |
| 1Y | +18.5% | -4.4% | +22.8% | +19.4% |
| 3Y | +175.8% | +51.6% | +124.2% | +133.6% |
| 5Y | +75.1% | +21.1% | +54.0% | +59.2% |
| 10Y | +637.0% | +177.7% | +459.3% | +399.7% |
| All | +1,134.4% | +1,082.2% | +52.2% | +482.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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