+461.8%
STM vs GRMN
+636.8%
-175.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.1% | +2.1% |
| 7D | +16.3% | -0.1% | +16.4% | +16.4% |
| 30D | -6.3% | +3.5% | -9.8% | -8.9% |
| 3M | -14.1% | -7.3% | -6.8% | -10.6% |
| 6M | -19.6% | +21.8% | -41.3% | -31.4% |
| YTD | +80.1% | +42.8% | +37.3% | +36.9% |
| 1Y | +95.4% | +46.5% | +48.9% | +45.9% |
| 3Y | +14.7% | +158.3% | -143.6% | -48.2% |
| 5Y | -5.4% | +122.6% | -128.0% | -52.7% |
| All | +461.8% | +636.8% | -175.0% | +33.5% |
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 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