+672.6%
SAP vs GRMN
+6,655.2%
-5,982.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.9% | -2.9% | 0.0% | -2.0% |
| 30D | +9.0% | -8.4% | +17.4% | +11.9% |
| 3M | +14.9% | +15.0% | -0.1% | +10.0% |
| 6M | +11.9% | +11.2% | +0.7% | +7.8% |
| YTD | -9.9% | +37.7% | -47.6% | -18.7% |
| 1Y | -19.5% | +18.5% | -38.0% | -24.2% |
| 3Y | +61.8% | +175.8% | -114.0% | +15.0% |
| 5Y | +56.2% | +75.1% | -18.9% | +25.6% |
| 10Y | +180.6% | +637.0% | -456.4% | +49.4% |
| All | +672.6% | +6,655.2% | -5,982.6% | +84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling