+71.2%
SAP vs GRMN
+117.6%
-46.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -0.7% | +4.7% | -5.4% | -2.1% |
| 30D | +11.1% | +3.4% | +7.7% | +9.7% |
| 3M | +17.0% | -5.0% | +22.1% | +18.7% |
| 6M | +34.8% | +18.6% | +16.3% | +26.6% |
| YTD | -2.2% | +42.5% | -44.7% | -14.2% |
| 1Y | -6.4% | +42.3% | -48.8% | -17.9% |
| 3Y | +75.1% | +158.5% | -83.3% | +12.5% |
| All | +71.2% | +117.6% | -46.4% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling