Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • STRL vs GRMN✓SelectedUSD · GRMNSTRL vs GRMN performance historyLatest closeAs of+3.23%09/08
Stock and ETF performance explorer

STRL vs GRMN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,178.3%
GRMN return
+633.1%
Excess return
+6,545.1%
Maximum drawdown
-59.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioGRMNExcessAlpha
1D+3.2%-0.5%+3.7%+3.5%
7D+10.1%+0.2%+9.9%+10.0%
30D-8.2%-11.3%+3.1%-2.6%
3M-43.7%+17.7%-61.4%-49.3%
6M+27.1%+14.2%+12.9%+16.5%
YTD+64.0%+37.0%+27.0%+35.4%
1Y+75.2%+17.0%+58.2%+56.5%
3Y+539.9%+183.2%+356.7%+226.8%
5Y+2,133.0%+77.3%+2,055.7%+1,386.4%
10Y+7,178.3%+630.9%+6,547.4%+2,146.6%
All+7,178.3%+633.1%+6,545.1%+2,146.6%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling