+455.3%
SN vs GRMN
+194.5%
+260.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.8% | +1.8% |
| 7D | +7.6% | +6.4% | +1.3% | +4.2% |
| 30D | +24.1% | +8.7% | +15.3% | +18.5% |
| 3M | +23.7% | -5.8% | +29.5% | +27.3% |
| 6M | +105.5% | +22.5% | +83.0% | +81.1% |
| YTD | +105.1% | +45.6% | +59.5% | +62.8% |
| 1Y | +148.3% | +47.5% | +100.8% | +95.8% |
| 3Y | +438.7% | +166.2% | +272.4% | +238.1% |
| All | +455.3% | +194.5% | +260.8% | +220.8% |
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