+21.0%
STM vs GRMN
+75.1%
-54.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +5.8% | -2.9% | +8.7% | +7.4% |
| 30D | -1.0% | -8.4% | +7.4% | +3.6% |
| 3M | -33.3% | +15.0% | -48.3% | -39.0% |
| 6M | +57.4% | +11.2% | +46.2% | +46.1% |
| YTD | +102.2% | +37.7% | +64.5% | +66.1% |
| 1Y | +99.6% | +18.5% | +81.1% | +77.2% |
| 3Y | +14.5% | +175.8% | -161.3% | -43.2% |
| All | +21.0% | +75.1% | -54.2% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling