+769.0%
STLD vs GRMN
+636.8%
+132.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.9% | +0.5% |
| 7D | +6.9% | -0.1% | +6.9% | +6.9% |
| 30D | -1.5% | +3.5% | -5.0% | -3.6% |
| 3M | -9.7% | -7.3% | -2.4% | -6.8% |
| 6M | +2.3% | +21.8% | -19.4% | -9.5% |
| YTD | +41.0% | +42.8% | -1.8% | +13.2% |
| 1Y | +51.8% | +46.5% | +5.4% | +20.1% |
| 3Y | +126.4% | +158.3% | -31.9% | +15.2% |
| 5Y | +285.7% | +122.6% | +163.1% | +114.4% |
| All | +769.0% | +636.8% | +132.2% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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