+644.6%
STM vs GRMN
+646.1%
-1.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -1.1% | -1.8% | +0.7% | +0.1% |
| 30D | -7.8% | -12.1% | +4.3% | 0.0% |
| 3M | -28.2% | +18.0% | -46.2% | -37.0% |
| 6M | +52.0% | +13.7% | +38.3% | +36.6% |
| YTD | +96.4% | +35.3% | +61.1% | +56.2% |
| 1Y | +98.8% | +17.2% | +81.6% | +72.7% |
| 3Y | +18.3% | +179.6% | -161.3% | -49.5% |
| 5Y | +17.7% | +75.6% | -57.8% | -29.0% |
| All | +644.6% | +646.1% | -1.5% | +81.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling