+597.9%
GRMN vs STLA
-4.1%
+602.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -0.9% | -13.8% | +12.9% | +3.2% |
| 30D | +1.2% | -10.5% | +11.7% | +3.7% |
| 3M | -8.9% | -28.9% | +20.0% | -1.1% |
| 6M | +23.0% | -49.7% | +72.7% | +47.0% |
| YTD | +41.2% | -64.9% | +106.1% | +83.4% |
| 1Y | +47.5% | -64.0% | +111.5% | +89.6% |
| 3Y | +155.8% | -77.4% | +233.2% | +260.0% |
| 5Y | +120.2% | -74.4% | +194.6% | +189.4% |
| All | +597.9% | -4.1% | +602.0% | +507.0% |
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