+16.7%
STM vs GRMN
+155.8%
-139.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.0% |
| 7D | +12.0% | -0.9% | +12.9% | +12.4% |
| 30D | -0.4% | +1.2% | -1.5% | -1.1% |
| 3M | -13.2% | -8.9% | -4.3% | -10.3% |
| 6M | -26.1% | +23.0% | -49.1% | -33.1% |
| YTD | +81.2% | +41.2% | +40.0% | +53.3% |
| 1Y | +98.3% | +47.5% | +50.8% | +64.7% |
| 3Y | +16.7% | +155.8% | -139.0% | -18.2% |
| All | +16.7% | +155.8% | -139.1% | -18.2% |
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