+442.1%
STM vs GRMN
+664.0%
-221.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +5.4% |
| 7D | -5.6% | +6.4% | -12.0% | -9.4% |
| 30D | -14.4% | +8.7% | -23.2% | -19.4% |
| 3M | -20.5% | -5.8% | -14.7% | -18.0% |
| 6M | -24.5% | +22.5% | -47.1% | -35.7% |
| YTD | +72.7% | +45.6% | +27.1% | +29.7% |
| 1Y | +91.0% | +47.5% | +43.6% | +42.3% |
| 3Y | +13.5% | +166.2% | -152.7% | -49.6% |
| 5Y | -9.2% | +124.1% | -133.3% | -54.5% |
| All | +442.1% | +664.0% | -221.8% | +23.7% |
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 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