-21.6%
SAP vs GRMN
+15.7%
-37.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -0.3% | -1.4% | +1.1% | +0.2% |
| 30D | +0.3% | -13.1% | +13.4% | +5.1% |
| 3M | +16.9% | +14.9% | +1.9% | +11.2% |
| 6M | +6.3% | +13.1% | -6.8% | +1.4% |
| YTD | -12.4% | +35.3% | -47.7% | -22.7% |
| 1Y | -21.6% | +16.0% | -37.6% | -26.1% |
| All | -21.6% | +15.7% | -37.4% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling