+16,081.6%
STLD vs GRMN
+6,655.2%
+9,426.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | +3.1% | -2.9% | +6.0% | +4.4% |
| 30D | -9.0% | -8.4% | -0.6% | -5.5% |
| 3M | -12.4% | +15.0% | -27.4% | -18.4% |
| 6M | +25.5% | +11.2% | +14.3% | +18.1% |
| YTD | +43.6% | +37.7% | +5.9% | +22.5% |
| 1Y | +87.2% | +18.5% | +68.7% | +69.5% |
| 3Y | +135.2% | +175.8% | -40.6% | +40.0% |
| 5Y | +290.9% | +75.1% | +215.8% | +181.4% |
| 10Y | +1,113.5% | +637.0% | +476.4% | +379.0% |
| All | +16,081.6% | +6,655.2% | +9,426.4% | +2,799.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling