+222.9%
SAP vs GRMN
+693.0%
-470.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.9% |
| 7D | +1.6% | +6.4% | -4.8% | -0.7% |
| 30D | +10.5% | +8.7% | +1.8% | +6.9% |
| 3M | +15.2% | -5.8% | +20.9% | +17.4% |
| 6M | +36.7% | +22.5% | +14.1% | +25.3% |
| YTD | -0.6% | +45.6% | -46.2% | -15.4% |
| 1Y | -4.1% | +47.5% | -51.6% | -18.9% |
| 3Y | +73.2% | +166.2% | -93.0% | +6.5% |
| 5Y | +74.1% | +124.1% | -50.0% | +13.2% |
| 10Y | +222.9% | +668.0% | -445.1% | +37.1% |
| All | +222.9% | +693.0% | -470.1% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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