+139.1%
STLD vs GRMN
+176.7%
-37.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | +3.1% | -2.9% | +6.0% | +3.8% |
| 30D | -9.0% | -8.4% | -0.6% | -7.1% |
| 3M | -12.4% | +15.0% | -27.4% | -15.5% |
| 6M | +25.5% | +11.2% | +14.3% | +21.7% |
| YTD | +43.6% | +37.7% | +5.9% | +31.7% |
| 1Y | +87.2% | +18.5% | +68.7% | +77.7% |
| All | +139.1% | +176.7% | -37.6% | +95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling