+669.0%
GRMN vs STLA
+55.1%
+613.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +2.0% | +3.6% |
| 7D | +2.4% | -2.9% | +5.3% | +3.3% |
| 30D | -8.5% | +0.9% | -9.4% | -8.9% |
| 3M | +19.5% | -21.6% | +41.1% | +27.3% |
| 6M | +21.2% | -21.6% | +42.8% | +28.6% |
| YTD | +41.0% | -50.4% | +91.5% | +67.3% |
| 1Y | +19.6% | -43.6% | +63.2% | +35.6% |
| 3Y | +183.8% | -66.4% | +250.2% | +258.1% |
| 5Y | +83.0% | -62.3% | +145.3% | +116.8% |
| All | +669.0% | +55.1% | +613.9% | +576.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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