+15,148.7%
STLD vs GRMN
+7,042.9%
+8,105.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.2% |
| 7D | -9.7% | +6.4% | -16.0% | -12.2% |
| 30D | -4.5% | +8.7% | -13.3% | -8.3% |
| 3M | -13.1% | -5.8% | -7.3% | -11.3% |
| 6M | -2.8% | +22.5% | -25.3% | -12.5% |
| YTD | +35.3% | +45.6% | -10.3% | +12.1% |
| 1Y | +51.4% | +47.5% | +3.9% | +24.6% |
| 3Y | +117.9% | +166.2% | -48.3% | +31.7% |
| 5Y | +272.6% | +124.1% | +148.5% | +140.4% |
| 10Y | +782.2% | +668.0% | +114.1% | +240.1% |
| All | +15,148.7% | +7,042.9% | +8,105.8% | +2,553.7% |
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