+4.9%
STM vs GRMN
+160.2%
-155.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.5% |
| 7D | -10.7% | +4.7% | -15.5% | -12.5% |
| 30D | -25.7% | +3.4% | -29.1% | -27.0% |
| 3M | -21.6% | -5.0% | -16.5% | -20.2% |
| 6M | -27.8% | +18.6% | -46.4% | -33.6% |
| YTD | +61.8% | +42.5% | +19.3% | +36.3% |
| 1Y | +78.1% | +42.3% | +35.8% | +50.1% |
| 3Y | +4.9% | +158.5% | -153.6% | -28.4% |
| All | +4.9% | +160.2% | -155.3% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling