+81.1%
STM vs GRMN
+6,655.2%
-6,574.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +5.8% | -2.9% | +8.7% | +7.1% |
| 30D | -1.0% | -8.4% | +7.4% | +2.8% |
| 3M | -33.3% | +15.0% | -48.3% | -37.9% |
| 6M | +57.4% | +11.2% | +46.2% | +48.3% |
| YTD | +102.2% | +37.7% | +64.5% | +73.8% |
| 1Y | +99.6% | +18.5% | +81.1% | +82.3% |
| 3Y | +14.5% | +175.8% | -161.3% | -28.9% |
| 5Y | +21.4% | +75.1% | -53.7% | -9.0% |
| 10Y | +695.0% | +637.0% | +57.9% | +248.8% |
| All | +81.1% | +6,655.2% | -6,574.1% | -72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling