+656.4%
STM vs GRMN
+646.0%
+10.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | 0.0% |
| 7D | +1.7% | -1.4% | +3.1% | +2.6% |
| 30D | -5.2% | -13.1% | +7.9% | +3.6% |
| 3M | -29.6% | +14.9% | -44.6% | -37.1% |
| 6M | +54.4% | +13.1% | +41.2% | +39.2% |
| YTD | +99.5% | +35.3% | +64.2% | +58.7% |
| 1Y | +100.8% | +16.0% | +84.8% | +75.6% |
| 3Y | +20.2% | +179.6% | -159.4% | -48.7% |
| 5Y | +21.1% | +75.0% | -53.9% | -26.8% |
| All | +656.4% | +646.0% | +10.4% | +84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling