+1,324.4%
GRMN vs STLA
+263.8%
+1,060.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.3% |
| 7D | -2.9% | +2.6% | -5.4% | -3.4% |
| 30D | -8.4% | -1.2% | -7.2% | -8.4% |
| 3M | +15.0% | -24.8% | +39.8% | +21.1% |
| 6M | +11.2% | -25.6% | +36.8% | +17.1% |
| YTD | +37.7% | -48.9% | +86.6% | +54.2% |
| 1Y | +18.5% | -38.8% | +57.2% | +27.4% |
| 3Y | +175.8% | -64.5% | +240.3% | +221.0% |
| 5Y | +75.1% | -62.4% | +137.5% | +98.3% |
| 10Y | +637.0% | +55.4% | +581.6% | +582.9% |
| All | +1,324.4% | +263.8% | +1,060.6% | +1,140.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling