+258.8%
STLD vs GRMN
+122.2%
+136.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | -11.1% | +4.7% | -15.9% | -12.5% |
| 30D | -4.8% | +3.4% | -8.2% | -6.1% |
| 3M | -14.6% | -5.0% | -9.5% | -13.4% |
| 6M | -7.4% | +18.6% | -26.0% | -13.6% |
| YTD | +32.6% | +42.5% | -9.9% | +14.8% |
| 1Y | +47.3% | +42.3% | +5.0% | +27.6% |
| 3Y | +107.5% | +158.5% | -50.9% | +30.8% |
| All | +258.8% | +122.2% | +136.6% | +148.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling