+60.7%
STM vs GRMN
+7,095.1%
-7,034.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +2.7% |
| 7D | +1.4% | +1.7% | -0.2% | +0.9% |
| 30D | -8.4% | +10.2% | -18.5% | -12.4% |
| 3M | -15.8% | -4.7% | -11.1% | -14.4% |
| 6M | -22.8% | +22.3% | -45.1% | -30.3% |
| YTD | +79.4% | +46.7% | +32.7% | +49.4% |
| 1Y | +97.0% | +49.6% | +47.3% | +62.7% |
| 3Y | +14.2% | +165.3% | -151.1% | -28.1% |
| 5Y | -4.5% | +130.3% | -134.8% | -36.1% |
| 10Y | +463.1% | +658.0% | -194.9% | +142.8% |
| All | +60.7% | +7,095.1% | -7,034.4% | -76.0% |
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