+183.2%
GRMN vs STLA
-65.4%
+248.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.3% |
| 7D | +0.2% | +0.7% | -0.6% | 0.0% |
| 30D | -11.3% | -2.4% | -9.0% | -11.0% |
| 3M | +17.7% | -23.9% | +41.6% | +25.6% |
| 6M | +14.2% | -24.6% | +38.8% | +21.7% |
| YTD | +37.0% | -50.5% | +87.5% | +60.0% |
| 1Y | +17.0% | -39.8% | +56.8% | +28.0% |
| 3Y | +183.2% | -65.6% | +248.8% | +219.2% |
| All | +183.2% | -65.4% | +248.6% | +219.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling