+277.1%
STLD vs GRMN
+119.5%
+157.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.9% |
| 7D | +2.9% | -0.9% | +3.8% | +3.2% |
| 30D | -5.6% | +1.2% | -6.7% | -6.2% |
| 3M | -11.7% | -8.9% | -2.8% | -9.3% |
| 6M | -2.8% | +23.0% | -25.8% | -10.5% |
| YTD | +36.4% | +41.2% | -4.8% | +18.5% |
| 1Y | +50.0% | +47.5% | +2.5% | +28.1% |
| 3Y | +122.3% | +155.8% | -33.4% | +40.5% |
| All | +277.1% | +119.5% | +157.6% | +161.2% |
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