+1,080.4%
STLD vs GRMN
+633.1%
+447.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +2.7% | +0.2% | +2.5% | +2.6% |
| 30D | -8.4% | -11.3% | +2.9% | -2.7% |
| 3M | -9.9% | +17.7% | -27.6% | -18.3% |
| 6M | +33.0% | +14.2% | +18.9% | +22.0% |
| YTD | +42.6% | +37.0% | +5.6% | +17.5% |
| 1Y | +80.8% | +17.0% | +63.8% | +61.1% |
| 3Y | +143.4% | +183.2% | -39.8% | +14.9% |
| 5Y | +293.4% | +77.3% | +216.1% | +155.7% |
| 10Y | +1,080.4% | +630.9% | +449.5% | +187.9% |
| All | +1,080.4% | +633.1% | +447.3% | +187.9% |
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