+323.8%
SN vs GRMN
+177.2%
+146.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.3% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | -5.6% | -11.3% | +5.7% | +0.7% |
| 3M | +48.1% | +17.7% | +30.3% | +33.7% |
| 6M | +57.6% | +14.2% | +43.5% | +44.8% |
| YTD | +56.5% | +37.0% | +19.5% | +28.7% |
| 1Y | +52.6% | +17.0% | +35.6% | +36.4% |
| 3Y | +412.0% | +183.2% | +228.8% | +206.8% |
| All | +323.8% | +177.2% | +146.6% | +153.7% |
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 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