+1,377.1%
GRMN vs STLA
+152.6%
+1,224.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.1% | +3.4% | -1.5% |
| 7D | -0.1% | -13.1% | +13.0% | +2.6% |
| 30D | +3.5% | -13.3% | +16.8% | +5.9% |
| 3M | -7.3% | -27.9% | +20.5% | -2.1% |
| 6M | +21.8% | -47.8% | +69.6% | +36.6% |
| YTD | +42.8% | -64.6% | +107.4% | +70.3% |
| 1Y | +46.5% | -64.0% | +110.5% | +73.9% |
| 3Y | +158.3% | -76.8% | +235.1% | +224.0% |
| 5Y | +122.6% | -74.2% | +196.8% | +169.2% |
| 10Y | +638.0% | -5.4% | +643.4% | +637.7% |
| All | +1,377.1% | +152.6% | +1,224.6% | +1,270.9% |
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