+658.0%
GRMN vs STLA
+0.5%
+657.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +2.8% |
| 7D | +1.7% | -11.6% | +13.3% | +5.0% |
| 30D | +10.2% | -6.2% | +16.3% | +11.4% |
| 3M | -4.7% | -24.6% | +19.9% | +1.8% |
| 6M | +22.3% | -44.9% | +67.2% | +42.2% |
| YTD | +46.7% | -62.3% | +108.9% | +86.3% |
| 1Y | +49.6% | -61.8% | +111.5% | +88.9% |
| 3Y | +165.3% | -75.3% | +240.6% | +263.0% |
| 5Y | +130.3% | -72.5% | +202.8% | +196.1% |
| 10Y | +658.0% | +0.8% | +657.2% | +660.0% |
| All | +658.0% | +0.5% | +657.5% | +660.0% |
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